It's nice if that works for you but for me it totally doesn't. I have once also tried to teach myself to think that way, but in the end figured out I'd just be lying to myself by trying to come up with an alternate formulation of a problem which makes it sounds less of a problem but in reality doesn't help as it does not find a solution.
For example me being depressed is just me, no way around it. Physically speaking it's probably the non-depressed version but with some altered chemical levels causing the brain areas where it originates to be more actuated than the rest. But it's still the same body, still the same mind, just an altered state. I found embracing that and reflecting on it works better than the 'it's being done to me' thought because the latter, to me, implies there's a cause to be found and to be cured. I'm an engineer, after all. Finding the cause of depression I wasted years of thinking on already, let alone curing it. It doesn't work. So better deal with it. Which is basically what Stoicism teaches us, btw.
I think you're missing a subtle but important distinction. Yes, it's you, but it's not just you. There is no "just" you. You are not a unified whole, notwithstanding that that's how you perceive yourself. That perception is an illusion. You are in fact more complicated than that. At the very least there is the conscious you and the unconscious you. There is the part of you that has agency and exercises free will (or at least has the illusion of exercising free will) and the part of you over which that first part has no control. That's the part that keeps your heart beating and your lungs breathing and rolls your over in your sleep and feels pain when you break your arm or eat ghost peppers. Depression, like other forms of pain (and pleasure BTW) originates in that second part. The part of you that has agency can't decide not to feel pain. The only thing that part of you can do is to interpret the pain differently and act on it differently.
> Finding the cause of depression I wasted years of thinking on already, let alone curing it. It doesn't work. So better deal with it. Which is basically what Stoicism teaches us, btw.
I don't see how anything I said contradicts that. Just because you find the cause of a problem doesn't mean you can fix it. In this case it's the exact opposite: it's the realization that you can't fix it that helps you deal with it because you can stop beating yourself up for not fixing it. Feeling emotional pain is not a failure on your part. It's just the way part of your brain works.