Oy Uri Uri! Pain and depression are topics that I have whole lot of experience with. The problem is that I'm not in the mood and that's, of course, because of my own pain. But it's getting late in the day so I got to try and Hashem will give me the right words.
First of all about pain. You are SO right that emotional pain hurts WAY more than physical pain. But the gain is according to the pain. Physical surgery involves physical pain and gives physical benefit. Spiritual surgery involves emotional pain and gives REAL ETERNAL SPIRITUAL benefit.
The same is true about the time issue. Physical surgery may take a few hours and benefit us for a few decades. Spiritual surgery may take a few decades (the Mesilas Yeshorim says that this is proof that this world is just a preparation for the next) and benefit us for ETERNITY. The question is not how to avoid the pain but rather how to handle the pain. When we learn to have bitachon and make our life's focus "What do I need to do right now" instead being self-centered (and you're well on your way to getting there) -when we develop an intimate relationship with Hashem, the pain becomes much much easier to handle.
Depression is a different question, because it is partially in our hands. In general depression comes from the notion that things could have been and/or should have been different. So of course, as you strengthen your Emunah and Bitachon more and more, the depression gets less and less. But even more important, is the question of how you react to feelings of depression. We all know that depression is extremely destructive, so when we start feeling depressed we tend to get very depressed about being depressed.
About 15 years ago I learned the sefer Tzidkas Hatzadik. It had a humongous positive effect on my life, but there was one thing I couldn't begin to understand. He says (in #57) that Hashem gives a person ("mi shezocheh") depression as a tikun for his sins. (He explaines that this is considered gehinom and such a person does not need to go to gehinom afterwords.) I couldn't imagine how this can be. To me depression is the most evil thing, that brings a person down in the most viscious way. What kind of tikun is that?
Recently I was zocheh to understand. Everything that Hashem gives us is GOOD, even depression. The important question is - as always, what do we do with it This is the key to a happy life: stop thinking about what you have or don't have and start thinking about what you need to do. (That's other words for: stop living the problem; start living the solution) R' Tzadok is telling us the most genius eitzoh over here. When you feel depression, instead of getting upset about it, REJOICE - thank Hashem for finding you worthy of giving you your tikun the -relatively- easy way! Instead of getting in to a whole phase of depression be happy about it!
When I understood this I couldn't help but to picture the y"h eating himself up alive over this discovery. If we just internalize this, he's dead meat!
p.s. I agree with struggle that you should read Dov's post in im about... (and mine too)
