The first divine insight is simply this:
My pastoral training tells me that there are two kinds of spiritual depression, one pathological and one rational. In pathological spiritual depression, there are inexplicable times of sorrow, grief, where the soul cannot be quieted, restlessness, deep heartache and all for some unknown reason. These are the cases of weeping without understanding.
Martin Lloyd Jones mentions temperament as a possible reason for such cases. Some may simply be given to discouragement more than others may because that is the way God made them. I think of Elijah was used by God to raise his landlady's child from the dead (1 Kings 17.17-24), to display the glory of God on Mount Carmel by defeating the priests of Baal (18.20-40. But none of these things could stop Elijah from going into the wilderness and in 1 Kings 19.4 praying that he might die!
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Sometimes even good times can bring this. Charles Haddon Spurgeon, whom we have mentioned earlier, often experienced this after preaching. There is a sort of post-partum depression after victories. We all know this to be true in our own lives. These are inexplicable, but real.
There are also depressions of the believer's soul caused by real events. These are rational cases:
Isaiah was a man who was heartbroken for his sinful nation. This was a rationale reason, an identifiable reason to be depressed. He had come before the throne of the living God (Is. 6), but Isaiah had also heard that he would preach and none could come (Is. 6.10). God says in v. 13 that a tenth will return. Therefore Isaiah pants after this tenth, his heart yearns for the salvation of his people.
Jeremiah was a man who wept for his people for a very good reason: his people were in sin and would face judgment. Lamentations is a divinely revealed case of spiritual depression.
The father of the prodigal son is a Biblical case of a man who had good reason to be depressed. He waited for that son. The older son could go on with life as usual, but love constrained the father. In fact, Jesus then shows us that this is the very heart of God.
The Bible says "there is a time to weep, and a time to laugh; a time to mourn and a time to dance . . . " (Ecc. 3.4).