I walk the way a ship sinks.
Sasha Frere-Jones recommends The Book of Disquiet and other books, but more importantly, The Book of Disquiet. (I love this book and started a website in the mid-2000’s with various writer-types reacting to passages from Pessoa’s book. Here it is. Time to see if the engine turns over?)
In the comments section of SFJ’s post, Helen DeWitt recommends reading Calvino’s Invisible Cities untranslated along with a list of books you’ll never be able to find, unless you live near a library. If you’re depressed and you live nowhere near a library, this is a non-reading matter that you can address toward ameliorating your depression.