if you have seasonal affective disorder (winter blues, SAD), bright light may help. the key is that the light works best if it is the brightness of 10,000 lux. one fact that helps you figure out the brightness of your light source is that if you sit at a distance of one foot from the light, lux = lumens. lumens rating is on the package of most bulbs.
i had one of those expensive light boxes, back in the day when only 5000 lux was being recommended. i found that the flourescent light in it gave me headaches. i had my dad make a vented box with three 75 watt incandescent bulbs. it helped.
if you plan to use light therapy, you should be under the care of a doctor. there are side effects at times, including mania (having way too much energy).
if you have depression without a seasonal cycle, i don't know that light would be useful. in depression, antidepressant medication (which may also help SAD), cognitive behavioral therapy, and exercise all are known to help.