Playing this game fills me with compassion for those who suffer from depression. It also helps me recognize my own "depressive"* thoughts--like when it seems like everyone is doing cooler things than me, or when I feel useless, or when I don't feel like talking to anyone I haven't known for more than two years. I think everyone should play this game--it will make you more compassionate and understanding if you haven't suffered from depression, and it might help you feel like you're not alone if you have.
*I don't have clinical depression. But we all get down sometimes.