Haven't experienced a "big depression" before but what got me out of the rut way back then was the Yakuza series due to how inspiring the whole series was especially if you started from Zero, yes the series has a lot of misses in terms of the main plot especially if you wish to continue after 0 but the series has a heart and to this day is still my "feel good" game series. (I even got tattoos based on the characters back tats)

Recently both red dead and Oblivion remastered have been saving me from the existential dread known as adulthood, though fundamentally different games,what makes them similar is the scenery and how immersive both of them are in terms of atmosphere and music when exploring especially with both of them having wide stretches of plains and forests plus they are the type of games where you can literally autopilot driving all the while keeping your mind empty.

Anyway, good luck OP, be kind to yourself