Critical thinking is crucial for overcoming depression. By this I mean the ability to examine the evidence and correctly assess the truth of your beliefs, to discriminate between things that you're responsible for and things that you're not. People tend to underestimate or overestimate the amount of control they actually have over situations. If they assume they're helpless when they're not, they don't even try. The ability to recognize what you are and are not responsible for is directly related to how much guilt you experience.
You need to discriminate between ways in which you are defined by your achievements and ways that you are not. Times when it's okay to get in touch with your feelings, and those when you'd better get out of touch with them. When it's okay to focus on the present, and when it's better to concentrate on the future.
Another crucial skill is the ability to clearly articulate goals. Wanting to be happy is not an unreasonable goal. But what exactly do you mean by happy? Whatever else therapists do, they must create learnable sequences for people to follow in achieving their goals. When someone tells me, "I want to be happy." I respond, "Great, let's create a flowchart for how to do that."
