If I am currently having a depression relapse, my first thought every morning is "I feel so horrible. I don't want to continue this shit. When will I finally die?"
If I am not, my first thought is: "I feel so horrible. I need to do something to feel better". (Actually, in the most of mornings washing face, taking pills and appropriate caffeine dose are enough for me to feel like a human again.)
I've just thought that it's a great example of how depressed-thinking differs from rational-thinking.