Perhaps it's not that we overload our brains with information, rather it's the way society expects us to be. We turn into walking talking trivia machines. There's so much information that it becomes a necessary skill to separate or distill essential information from the non-essential.
I've noticed that many of the techniques or guidelines out there on the web involve resisting society or technology in someway. For example, quitting Facebook and Twitter, helped improve productivity and satisfaction. Saying "no" to many of the things that define and shape the society we live in, indicates to me, at least, that there's nothing abnormal with being depressed or being an escapist. It's the natural response, I believe.
I agree with you until you say that "depressed" is normal. Really, it isn't, it is abnormal. It is also treatable. People who eat better, get exercise, and regulate their use of stimulants / sedatives tend to do well. Adding in a course of cognitive behaviour therapy (from an experienced practitioner) effectively cures many people. Adding medications helps lots of people too.
Perhaps you're saying that modern life pushes people away from healthy eating and exercise and sensible worklife balance and towards alcohol and caffeine, and that depression is the natural result of that. In which case, I agree.
You mention information overload. Here's a nice example of sub-optimal advice about procrastination. It's too long for anyone prone to procrastination to actually read.