A person can will themselves well:

A misconception still held by some people is that depression is caused by a personal weakness and if one tried hard enough he or she could just snap out of it. This is far from the truth.

Clinical depression is a medical condition that has been linked to chemical imbalances in the brain and/or anomalies in brain structure.

It is very frustrating and disheartening to not be able to help someone (instantly) whom is depressed, and a natural reaction may be to tell he or she to 'snap out of it'. Telling a person with clinical depression to snap out of it is about as effective telling a person who is drunk to sober up instantly or ordering an insomniac to fall asleep.

Depression is caused by negative thinking: Negative thinking is actually a symptom of depression. Though depressed people usually believe they are realistic, their negative thinking is usually irrational. There are many types of irrational patterns of thinking. Cognitive therapy teaches one to recognize and challenge distorted, negative thinking. However, it takes some time to learn.