First of all, lets consider the effect of stress on the individual.
The usual reaction to stress is fight-or-flight reaction and this is likely to be an underlying mechanism of anxiety. However, it seems that an excessive amount of stress can actually induce depression symptoms, at least in laboratory rats, as Jamie Condliffe concludes in Stress-Induced Depression Is Real. It seems that rats are going through the same processes as humans: from excessive stress, we kind of give up. Food doesn't taste well and we certainly do not want to engage in swimming, rather we would drown than moving a single arm. The numbness of stress overtakes the body and you just want to be done.
Philip Zimbardo talks about the time perspective in the TED talk he gave in 2009. What is important from that in context of stress-induced depression?
I would argue that the state of depression is connected with past-negative outlook, present fatalism and not looking at future at all. Cognitively, we wish the reality to be consistent and thus it may be argued that a person who is at time very pessimistic about his or her current situation would evaluate previous experiences negatively.
Therefore, when you are experiencing negative thoughts about the present situation, pessimistic view on the current state and recall past memories that are consistent with this viewpoint, by altering the current outlook and seeing something positive about yourself, you might be able to break through, find some positive evidence and improve your mental state.
I would argue that it is rather a miracle process than a single change, consisting of small ideas that gradually lead to the positive outcome.
First of all, it is important to get out of the routine and get away from the stress. One of the ways I like to do that is to take a walk in the city. Usually, I go to the same places and while listening to music, I reflect on my feelings. The fact that I am moving makes my thoughts spin (which may be true to some extent, considering that when doing physical activity, blood flow increases - probably in the brain as well). Moreover, it feels like running from the problem (and that's what we want to do when under stress, flight away).
Also, it is important to realize that one can make mistakes without being stupid. Nobody's perfect and that's the way we are supposed to be, so why to beat myself up for being normal? Really, we live in the era when everyone wants to be exceptional and we are striving for the best. It's much easier to strive for excellence rather than perfection and perhaps, it is even more valuable.
The last important thing is to remind yourself that very likely, your initial options are good. What is that supposed to mean? If you cannot decide on what should be the next step, what is more important and what is the best way to accomplish something, just remind yourself that all steps you can choose from take you somehow closer to your goal. The other problem may be that you do not like the options that are available. In that moment, you may need to reconsider your options and sacrifice something which seems important short-term, but may have less of a value long-term.
In the end, there is always way out of the problem, even though we may not see it in the first place. Just take time to reflect on it, strive for the right thing and realize that you may need to get out of your comfort zone. To get something you never had, you may have to do something you haven't done.