As an atheist I hold to the theory of evolution. The pleasure/pain aspect of perception is intrinsic to this process. To be alive is to take part in this process which has its existence out of necessity. The cosmos is violent: stars fuse hydrogen to heavier elements, gravity at tracks them together, bodies collide, life forms, dies, and persists in in conflict with entropy as a result of environmental interactions which led to a brain evolved to seek favorable outcomes (such as feeling pleasures). This is reality - the struggle to achieve favorable outcomes.

Depression forces a mind to confront that their current model of environmental interaction is insufficient to achieve a favorable outcome perceived as required for continued existence (survival). A depressed mind broods on problems, ever compelled to seek that which will act as a solution. At the same time depression impedes the ability to formulate an effective response to such problems. As a result altering ones mental state is necessary in order to improve cognitive processes. Exercise, diet, a routine sleep cycle, supplements, psychiatry, and activities which distract from depressing thoughts can aid in that process. Seeing a therapist can be effective as well. I have found non-directive meditation is also quite helpful (I had been engaging in it long before I had was aware it was practiced - mysticism has little personal appeal to me).

Errors in reason are as a result of imperfect perception. Depression alters perception, this is undeniable. Seek to gain perspective on your current system of belief, doubt that "for which there is the least cause for doubt." Construct a plan to reorder your minds chemical balance; consider solutions you may have been hesitant in pursuing. Do more than be patient, be proactive in rejecting a reality which is perceived as lacking meaning. Do not become lost in distractions as I did burning away years of my life with video games and other trivial persuits. Use them instead as a means to an end, and only as such.

Most importantly, seriously consider seeing a psychiatrist. Look one up now and resolve to call and make an appointment as soon as possible regardless of how it may inconvenience others.