Depression =/= feeling a bit down. Positive thinking only gets you so far, if at all. It's a little like advising someone with a broken leg to just walk it off and they'll feel better.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'