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TorterraBoy said:
Think it like this;
1) You’re depressed and you want to kill yourself, having suicidal thoughts,
2) Will you actually go to that limit at attempting to kill yourself? No, your body and your instinct will always prevent you from actually killing yourself.
3) So stop thinking about it. It worked for me.

It's not as simple as "stop thinking about it." It's not some switch you can just flick on and off like the light in your bedroom.  People are depressed for a wide variety of reasons and in order for them to overcome their depression, they need to have the strength and support to address and overcome what is causing them depression in the first place. 
For example, say a woman is in depression because she suffers from domestic violence; Do you really think "stop thinking about it" is going to work for her? Probably not. She would have to go through a very long and difficult process of admitting she is being abused, find the strength within herself to seek support and leave her abusive partner, use all the help and resources at her disposal, (family, friends, community, supportive programs, etc.) to help her become self supportive, move on from her abusive relationship, and eventually, and hopefully, overcome her depression. 
That's just one example out of thousands, and every single one is different from the other.