An important Jewish scholar, Rabbi Nachman of Breslev, says that there is a difference between "depression" and "broken heart":
* "Depression" is when you continuously feel sad because you don't have enough of what you want.
* "Broken heart" is when you temporarily feel sorry for something you did wrong, and you weep and pray to God to help you be better.
According to his teachings:
* Depression is bad, it stems from pride, you feel that God owes you something, and when you don't get it, you become sad.
* Broken heart is good, and you should try to be in this situation at least once a day, for a short time.
The rest of the day, you should be happy, and do anything that makes you happy, even very silly things.
The Breslevers (followers of Rabbi Nachman) actually do just this - they tell jokes, sing and dance on the streets, etc. - everything that can make them, and others near them, happy.