Mid-life crisis... Well, it may be a cliché, but you'll probably look back and think how relatively young 40, 41 is - though I know it does not seem so at the time. No, it's not all downhill from there. The 40's can be one of of your best decades. Think of the lessons you're learned over your life and try to put them to good use. And don't put off till "someday" the things you want to do. You've already started training for a marathon, that's a good start. Explore doing other things you like.

I am in my early 50's and this would be my advice.

As far as the depression, I echo Lee's suggestion of seeing a therapist if it doesn't ease. No need trying to battle it on your own.