It's a glib thing to say "Choose happiness".
If depression was that easy to overcome a lot of psychiatrists would be out of work and the drug (and vice) industry would take a massive hit in it's earnings.
But what is easy is to push aside negative thoughts and replace them with more positive ones. I say "easy" but it does take a bit of effort - not a whole lot of effort - but a bit. The key is finding the determination to make that effort.
In my experience it's all too easy - and comforting - to think "Life has been so horrible to me". Thinking that way gives me an excuse to avoid taking responsibility for my life - a life that has in many ways been incredibly disappointing. But I am not a passenger in my life. I am the driver. Every decision I make - even if it is to delay making a decision - has a consequence and I thus have a responsibility for that consequence. That is incredibly difficult for me to accept - hence shirking the responsibility.
I am speaking from considerable experience of this. But I am finding a bit of reflection helps me through the darker moments. It's not so much as "choosing happiness" as "ignoring the sadness".
I hope for a miracle cure for my husband that may never come. I hope that this unfulfilling job is only the stop gap to finding a much more rewarding career than I've ever experienced before. I am hoping that this depression will lift and I will know happiness like never before. I am hoping that I am now slowly coming to terms with my gender identity and that, instead of fighting it, I will come to accept it's swings and roundabouts. And I am hoping I will put that year of bullying 25 years ago behind me and finally find the strength to be myself even in the face of adversity (as well as amongst friends).
But, in my dark moments, the above also gives me much ammunition to hate myself and my life. That is what I need to move beyond.