D. Martyn Lloyd-Jones, Spiritual Depression: Its Causes and Cure (Grand Rapids, Mich.: Wm. B. Eerdmans, 1965, 20-21):
...Have you realized that most of your unhappiness in life is due to the fact that you are listening to yourself instead of talking to yourself? Take those thoughts that come to you the moment you wake up in the morning. You have not originated them but they are talking to you, they bring back the problems of yesterday, etc. Somebody is talking. Who is talking to you? Your self is talking to you. Now this man’s treatment [in this psalm] was this: instead of allowing this self to talk to him, he starts talking to himself. ‘Why art thou cast down, O my soul?’ he asks. His soul had been depressing him, crushing him. So he stands up and says: ‘Self, listen for moment, I will speak to you.’
The main art in the matter of spiritual living is to know how to handle yourself. You have to take yourself in hand, you have to address yourself, preach to yourself, question yourself.
…And then you must go on to remind yourself of God, who God is, and what God is and what God has done, and what God has pledged Himself to do. Then having done that, end on this great note: defy yourself, and defy other people, and defy the devil and the whole world, and say with this man: ‘I shall yet praise Him for the help of his countenance, who is also the health of my countenance and my God’.
…Do not listen to him; turn on him; speak to him; condemn him…exhort him; encourage him; remind him of what you know, instead of listening placidly to him and allowing him to drag you down and depress you. For that is what he will always do if you allow him to be in control.