In 1900, American psychologist William James (brother of the novelist Henry) wrote the following in a letter to his daughter, upset at school in England.
Now, my dear little girl, you have come to an age when the inward life develops and when some people (and on the whole those who have most of a destiny) find that all is not a bed of roses. Among other things there will be waves of terrible sadness, which last sometimes for days; and dissatisfaction with one’s self, and irritation at others, and anger at circumstances and stony insensibility, etc., etc., which taken together form a melancholy. Now, painful as it is, this is sent to us for an enlightenment. It always passes off, and we learn about life from it, and we ought to learn a great many good things if we react on it right. (For instance, you learn how good a thing your home is, and your country, and your brothers, and you may learn to be more considerate of other people, who, you now learn, may have their inner weaknesses and sufferings, too.)
You can read the rest of the letter at the marvellous Letters of Note.
Also there is Henry James’ letter to a depressed friend, including this:
My dear Grace, you are passing through a darkness in which I myself in my ignorance see nothing but that you have been made wretchedly ill by it; but it is only a darkness, it is not an end, or the end. Don’t think, don’t feel, any more than you can help, don’t conclude or decide—don’t do anything but wait. Everything will pass, and serenity andaccepted mysteries and disillusionments, and the tenderness of a few good people, and new opportunities and ever so much of life, in a word, will remain. You will do all sorts of things yet, and I will help you.
Have a good look around the site, it’s full of gems.