The Feeling Good Handbook and
Do One Thing Different are excellent places to start, IMHO.
One thing I caution you on, though. There's a mounting pile of evidence that tends to show that talking and talking and talking endlessly about problems actually generates more negative feelings than positive ones. Specifically, one study by
Ross and Mirowsky says (from the abstract):
...persons who feel in control of their lives are more likely to attempt to solve problems. Perceived control and problem solving decrease depression and largely explain the effects of income and education on depression. We find, however, that support has mixed effects. Support decreases depression, but talking to others when faced with a problem, which increases with the level of support, increases depression.
(emphasis added)
In short, the best results seem to be obtained when one actually takes action to solve the problem. Continual talking about how bad it is tends to make the depression worse.