Chase not the money, nor the fame, nor any materialistic object- more than anything, you should be chasing relationships. Having healthy relationships with others and settling for less is the key to happiness.
Are we more depressed nowadays, or did we simply lack documentation of the mental disorder a few centuries ago? Depression becomes more apparent in places like present day America (where I live) simply because people are inclined to the American Dream, while the harsh reality of capitalism eats at their soul. Expectations, realizations, and feelings all come together to bring the depression we all wish we never had.
Do not chase excess amounts of money. Do not refer yourself to others. But most importantly, do not give up on finding the right humans. Long-lasting, fulfilling relationships are the catalyst to happiness.