1. You will get over it. I thought so as well. But people with depression don't get over it. In fact, believing that lie and the people who tell often delays a person's willingness to get help and allows the symptoms to get worse. As with visible illnesses, people dealing with a mental illness need help as soon as there are symptoms.
2. You need to get right with the Lord. In not so many words, the people who say this blame the victims for their disabilities. They believe depression is the result of some sin.
There are four clear instances of depression in the Bible. Judas Iscariot's depression over betraying the Lord led to his suicide. David was depressed over his sin of adultery and confessed it publicly. The child born out of that affair died. Yet, G-d called him a man after his own heart. Moses suffered many years putting up with the stubbornness of his people and asked G-d to kill him, even if he had to send Moses to hell in order to save his people. Elijah begged for death when he heard that a bounty was placed on his head. Those who believe depression is based on the victim's standing with the Lord either lump them with Judas, a man after G-d's heart, or two righteous prophets who will return to witness during the end times. Perhaps they should clarify.
3. G-d will heal you if you let Him. Okay, that's not really a lie. G-d can absolutely heal because He is life. However, for reasons we may not be able to know in our limited human understanding, He may not. And he has a reason. Paul's vision began to deteriorate to the point where he had to dictate his last letters. Some claimed to have letters from Paul that were really forgeries. In Galatians 6:11, Paul signed the epistle in his own handwriting with big letters in order to let believers know that the letter was authentic. G-d had a purpose in not restoring his sight. But I am also sure that if G-d wanted to heal Paul, the Apostle would have been more than happy to let Him.
4. It's all in your head. Sort of. Depression is the result of traumatic events combined with a chemical imbalance in the brain. Untreated depression can cause irreversible brain damage. This means that the depression is both a mental and physical disability. It can't be addressed simply by having a positive attitude.
5. Meds will take care of that. Tried five so far. The first caused some terrible side effects. The second made it impossible to sleep. The third made the depression worse. The fourth didn't do anything either way. Fifth has made it somewhat easier to concentrate, but not by much and still doesn't seem to have an effect on my depression.
6. You're just sad. That's a huge myth. Symptoms of depression don't always manifest themselves through sadness. Symptoms include short-term memory loss, irritability, mood swings - on top of the world one moment and hopeless the next, extreme weight gain or loss, insomnia, oversleeping, irregular sleep patterns, isolation from social situations, and lack of concentration. Victims may not even feel sad, but still suffer the whole gamut of other symptoms. This is especially true if they are too busy to notice they are depressed. Often friends and family notice these symptoms before the victim does.
People who tell these lies aren't lying intentionally. Instead, they do not understand depression and how it effects the person suffering.