Here are some examples of the distorted thinking that depression may, and most probably will, include: (don't be put off by the name; you'll probably recognize the descriptions!)
Dichotomous thinking - This is where you view experiences as two mutually exclusive categories with no "shades of grey" inbetween. For example, believing that youis either a success or failure and that anything short of perfect performance is a total failure.
Overgeneralisation - This is where you perceive a particular event as characteristic of life in general rather than one single event. For example, concluding that one inconsiderate response from a friend means that they don't care and hasn't ever showed consdieration and probably never will.
Selective abstraction - This is where you focus on one aspect of a complex situation and ignoring others. For example, focusing on a negative comment in a report and ignoring all the positive comments.
Disqualifiying the positive - This is where you disregard or argue away positive things that would conflict with your negative view of the world. for example, rejecting compliments and telling yourself that "they're only saying it to be nice" and not considering that they could mean it.
Mind reading - This is where you assume you know what others think or feel towards you, usually in a negative way. For example, thinking "I know he thought he was an idiot!" despite having no real indication of his reaction.
Fortune telling - This is where you react as though expectations of the future are facts rather than recognising them as fears, hopes or predictions. For example, thinking "He's leaving me, I know he is" and acting as thought it is certain.
Catastrophising - This is where you treat negative events (either ones that have happened or ones you expect to happen) totally out of perspective and treating them as a catastrophe. For example, thinking "Oh God, what if I faint?" without considering that it could be a lot worse and won't affect your life that much.
Maximisation/Minimisation - This is where you treat some aspects of a situation, personal characteristics or experiences as trivial and others as veyr important, ignoring their actual significance. For example, thinking "Sure, I'm good at my job, but so what? My parents don't repsect me."
Emotional reasoning - This is where you assume that your emotional response is accurate. For example, concluding that because you feel hopeless, the situation actually is hopeless.
"Should" statements - This is where you use "should" and "have to" in statements that aren't actually true to try and control emotions. For example, thinking "I shouldn't feel upset" or thinking "I'm supposed to be good at my job; I have to finish this whatever it takes."
Labelling - This is where you attah a label to yourself, generalising about a specific event. For example, labelling yourself as a failure instead of recognizing that you simply didn't do so well in that particular thing at that particular time.
Personalisation - This is where you assume that you are the cause of events that other factors are responsible for. For example, thinking that because someone is upset, they must be upset because of you without considering that other things could have caused their bad mood.
All these are habits of thinking that are easy to get into but can be changed and controlled.