In Jeffrey R. Holland's talk I referenced yesterday (I hope you watched it! Go back and see the clip if you haven't yet.), he talked about how we need to have compassion for each other. He quoted the apostle Peter in saying "disciples of Jesus Christ are to have 'compassion one of another'."
The referenced scripture is 1 Peter 3:8 where, besides having compassion for each other, we are reminded to love each other and treat each other with tenderness and courtesy. We should be a blessing to each other. So instead of looking down on those with mental illnesses, we should treat them with compassion.
AND we should treat ourselves that way, too.
Elder Holland goes on to say that "there should be no more shame in acknowledging them than acknowledging a battle with high blood pressure or the sudden appearance of a malignant tumor."
It doesn't matter whether our mental illness is minor or major - it's rough while you are in it. So cut yourself some slack. You are not your malady.
Your depression, your discouragement... is not you.
You are an amazing, beautiful child of God. Really.