have you tried to write them down as a pro and con list? May sound silly but maybe it help'to sort them out? Then like weigh them on paper with a line in the middle...

Though why be ''wanting to be depressed''
Really?
I personally don't understand, I mean I can be like I can stay this way for a bit but I want to be lifted of my weight off me someday, hard to explain I guess... I have issues with thought confusion too, been writing more to help....