I have the book, audiobook and CD of the "The Mindful Way Through Depression: Freeing Yourself from Chronic Unhappiness" by Mark Williams, Jon Kabat-Zinn, John Teasdale and Zindel Seagal. And that does explain depression really, really well. it goes through types of depressive thinking. It goes through so much to do with the way the mind turns in on itself and us whilst in the throes of depression. It is possible to to change and heal, I think it is about finding what works for you and then doing it enough to create new neural pathways in your brain. You also have to do the work. You have to fight your demons. But this book cautions about beginning Mindfulness whilst in the midst of a depressive episode. I was never really out of depression, so I just began where I was. I have listened to this book dozens and dozens of times.
The audiobook "The Mindful Way Through Anxiety" was also really useful for me!
David Burns' book "Feeling Good: The New Mood Therapy. The Clinically Proven Drug Free Treatment for Depression". I didn't know that so much of my experience was depression before I read this book. I thought it was just me. I really thought all my depressive thinking was truly me. I just didn't know. There is a list of the top ten distorted cognitions that are in this book, and by reading this book you work through ways of addressing these ten types of distorted cognitions. (Cognitions are thoughts, feelings, perceptions). I think to be lost in your depressive thinking whilst doing Mindfulness/meditation may not be useful or helpful, and in some cases, like mine, actually dangerous.