Craig Beck talks about the EGO in his book The Secret Law of Attraction: 

All unhappiness stems from the Ego’s refusal to accept and be Grateful for the present moment.  

The pain you feel and describe as unhappiness or depression is actually the force being applied on you by the Ego, incorrectly assuming the future and the past will be and were a better place to be.  

As soon as you stop swimming upstream, acknowledge the ego, but ignore its demands and ACCEPT THE MOMENT AND ALL IT BRINGS, then you will be free.