I definitely get really depressed when I'm bored and don't have something to do. I got rid of my TV because, whenever I was bored, I'd turn it on, then an hour would turn into 3 which would turn into 6 and I'd end up so depressed I was physically sick- now all my leisure activities require my brain to work a little bit and it helps.
So, yeah, I think boredom can be pretty dangerous. What's the old expression- "Idle hands are the devil's playground"? Something like that. Either way, it's true.