If one's reality is depressing, it can be one's negative or pessimistic mindset, consciousness, and/or psychology that is causing one to view life as depressing & joyless. Negative people refuse to see the wonder that is life. They don't appreciate the positives of life. They view life as quite purgatorial the majority of the time. They oftentimes exaggerate the negative things that occur in life instead of seeing that life contains both positive & negative aspects to it. They feel that life always gives them the finger in one way or another.
The pessimistic person believe that bad things will always happen to them in one form or another. They contend that life is one, perilous struggle with no respite except for death. If they try or do something, they always predict that the outcome will be negative most of the time and positive only a small percentage at the time. They will even tell others that NOTHING good ever comes out of their particular undertaking, situation, and/or endeavor. They see anything and/or everything as a harbinger of ominous occurrences.
There are people who are truly mentally ill and/or have other types of psychological challenges that find life to be quite daunting. They have some type of psychological trauma of some kind. Because of their psychological challenges, life can be quite harrowing, daunting, even depressing. Such people tend psychological, if not psychiatric help, to ascertain the underlying reason for their depressive state and to help them see the beauty that is life.