I can't remember where but I recently saw an article in which the author tells people that it is a mitzvah to be happy and, conversely, a sin to be depressed. This reminded me of a passage I had seen over Sukkos in a book by R. Avigdor Miller. R. Miller is speaking about the same topic and proves that one must be happy from the following passage in the first chapter Messilas Yesharim (translation adapted from R. Yaakov Feldman):
שהאדם לא נברא אלא להתענגThis, R. Miller wrote, proves that a person must be happy because that is why he was created.
Man was only created to delight
In my humble opinion, that is the exact opposite of the intent of the author of Messilas Yesharim. The following sentence is:
ומקום העדון הזה באמת הוא העולם הבא כי הוא הנברא בהכנה המצטרכת לדבר הזה.The Messilas Yesharim is teaching us that we must work in this world, by doing mitzvos, in order to reach the world of pleasure. This world is not necessarily for pleasure but for work.
But in truth, the place for this pleasure is the World to Come, as it was created, readied and prepared for just such a pleasure.
Perhaps R. Miller was only writing homiletically and did not intend for his quote from Messilas Yesharim to be a proof but only a starting point for discussion. However, it seems to me that the intent of the Messilas Yesharim is the exact opposite of R. Miller's.
Additionally, and this is crucial, everyone at various points in life feel depressed. I am concerned about increasing this negative feeling by declaring it sinful. To the opposite, we should be telling people that it is normal and will pass. Why make people feel sinful about something that is perfectly normal? (Note that extreme depression to the point of being disruptive to an individual's social functioning and/or activities of daily living is a disorder that can and should be treated clinically.)
See here about why the saying "מצוה גדולה להיות בשמחה תמיד It is a great mitzvah to be constantly happy" is entirely wrong if taken at face value: link. How many people justify their alcoholism with that saying?