Owning something can be exhilarating. Humans, however, tend to 'own' intangible things too such as beliefs and emotions. Furthermore, we have a habit of 'owning' conditions. Only one of these latter types of ownership is useful.
The language of ownership is shown through the use of the word 'my'. When I say, "my temper sometimes gets the better of me," that is useful ownership. It linguistically shows the possibility that I can take responsibility for controlling my temper.
Lots of people, however, talk about their conditions as if they owned them and were defined by them: my arthritis, my cold, my depression. This is not 'wrong' – I simply believe there is a better way.
If we talk about 'the arthritis', 'the cold', 'the depression' – we dissociate and distance ourselves from what is a foreign invader, alien to our natural state.
Many faiths believe the body is a temple – a beautiful place fit for use as a sanctuary of peace and joy. As such, I don't think afflictions have a place in the temple. By removing the word 'my' from the way we describe something that is hurting our temple, we sow the seeds of resistance and resilience. We may not be able to expel the condition for medical reasons but we can at least resist its tendency to define our days.
Depression is a challenging one since some aspects of it can be influenced by our approach. In one sense, owning it as 'my depression' makes sense, as in talking about 'my temper'. My take on this, though, is that we are better off seeing depression as a complex, layered, alien state that would be better addressed as 'the depression' (similar to an economic or weather depression).
Distancing ourselves from it in this way challenges the legitimacy of its right to continue – and can lead to more resilience. In application, I might say something like, "the depression has lessened today as my joy in writing has distracted me along a more useful path." These small distinctions can make a difference to your day.