Well, I can tell you how I deal with clinical depression and a myriad of untreated mental issues and manage to be a productive member of society and, for the most part, a human being. This might sound silly, but I think about how bad it can possibly be. Because when you take the time to appreciate life, you realize it can always be much, much worse. Often times, we keep score based on how good we would like our lives to be... how much money we would like to see in our bank account, or what have you, and feel bad because of that difference. But equally as rational, is to keep score based on how bad our lives could be but are not. For example, terminal illnesses, a lifetime of dealing with the consequences of a terrible mistake, a horrific event that happens to you, etc. I find that I can always be jealous of people who have it better than me, and that this is quite easy to do. But rarely do people seem to look downward, at the immense abyss below our feet, of all the unspeakable things that might await our every step, yet we are fortunate to avoid. Not everyone does avoid these things. We walk above a bottomless pit of misery and despair upon a thin layer of ice and spend all of our time looking upward at the glory of things that seem to be out of our reach. Every once in a while, someone plunges through the ice. Sometimes right in front of us. And yet we avoid the hole and keep on walking, and rationalize why they fell through and not us.
There almost comes a point at which you have to wonder if all this "everything sucks" business is really just a form of the human brain protecting itself, convincing itself that things can't get any worse and shutting down. Perhaps the unknown is simply too much for some people to handle, with all of its twists and turns, ups and downs and so people prefer to find a tiny little dark cave where they expect everything to be horrible all the time and when it's not, they try to make it horrible, just so they have the illusion of control and don't have to deal with the disappointment that comes from losing hope, since they never have hope in the first place.
I don't know that people who view the world this way play video games. Clinical depression is basically a constant state of near suicide. A person is 'shutting down' at this point, perhaps voluntarily on some level, but they are fading away. They probably on some level wish that they could simply cease existence without having to do anything more. They stop exercising, their heart rate and vitals become poor, appetite suffers, they begin to want to sleep all of the time. I doubt you will catch them wanting to see something bright and cheerful.
At my lowest, I recall really enjoying Rick n' Morty, Workaholics and The Eric Andre Show. The shows are very dark, very twisted. But they were the only things that really felt like they "got" me. When I pulled out of it, I remember watching those shows and thinking... my god, these people are weird. And now that I have gone back to a very high place, in terms of happiness, satisfaction, energy, etc (opposite of depression) I can tell you that those shows seem pathetic and stupid and I can't imagine watching any of them. How pointless they seem, now. So it's really like there are two fundamental wavelengths that a person can exist on, and you can't really understand one if you're operating on the other. They are too dissonant and it makes no sense.
But yeah, I have been down to the bottom and back quite a few times. After a while you just get used to the ride. One day, you think about your .357 magnum in your gun safe or look at a concrete pillar near the freeway when you're doing 85 mph and you just think to yourself... how easy it would be. Heck, so easy, some people do it on accident. Then other days, you chuckle at people's Facebook posts about "It's the dark places we have all been that give us strength"... and you have to wonder if these people have any clue what the hell they're talking about... lol. Probably talking about getting dumped by an ex when they were 14 and they didn't watch TV for a week. Haha. I have developed an entire system of ways to grab onto things and pull myself back up if I go too low. Reasons why I am here. I have a spiderweb of support systems, if one fails, I can rely on another. It could be why I always have my hands in everything, why I diversify my interests so.
Did not plan on writing this much, but I figured, given the apparent heaviness of the OP's thread... you might be interested in hearing what it's like. Hell, my own mother used to say to me, "Why do you always have your head down when you walk? You're just so full of heaviness. Maybe you need professional help. You bring me down." Haha. Thanks mom.
If you're like me and you're lucky enough to find an optimist who will spend time with you, you hold on really tight and don't let go, but on a deep level really never fully understand how they can be the way that they are.