We are dependent in nature. When we see someone going through depression it is a clear reminder of their human weakness. It also tells us just how much we need God. There are some situations that if God doesn't come through for us is no one else can.
There are times in life where we find ourselves between cross roads and confused about life. God wants us to know that it is okay that we ask for help. Presenting our problems be before God is never a burden to Him. His never tired of hearing our prayers.
It is in our time of weakness that He is made stronger. God is always willing to take over our challenges from us. We may put our trust in men but it could end up in disappointment. But when we decide to put our trust in God we do not regret it.
Carrying our burdens all by ourselves is not a wise thing at all for us to do as christians. One of the advantages of having Christ in our lives is when we are faced with times like this