You should set goals for yourself because doing so requires you to take on the necessary responsibility to reach them.
Everyone needs something worthwhile to pursue, because why would you come out of bed otherwise? If you are severely depressed, then there might be nothing that interests you anymore. And as a result, you don’t have any goals to chase or the will to live anymore. That’s how it was for me, anyway.
If this is the case, then I would say to set targets about the things you found important in the past, like working out, painting, gardening, or meeting with friends, for instance.
The only thing that matters here is setting destinations for yourself that might be worth getting out of bed and living for. And if you don’t want to try the things you found enjoyable in the past, then set aims for the things you think would bother you the least, even though you might not necessarily like them at first.
For me, when I was in the depths of depression, I made it a point to get out of bed and go to the gym for just 5 small minutes at first. That soon created a positive snowball effect that helped me get my life back on track.
Make long-term goals and split these up into short-term ones to make them more achievable and to measure your progress. Even better is to write them down somewhere. That way, you can evaluate how your evolution is going while having something to hold on to when times get tough at the same time.
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