I've been told that so many times in so many ways. Basically, you're supposed to wake up in the morning and "choose" happiness. As in, you choose to be happy despite whatever is going on, you choose to not let the "small" things ruin your day, you choose how you're going to perceive the things that happen to you throughout that day, and then you go to sleep and repeat the process. Obviously, it's nonsense and it's a form of ignoring yourself and your feelings. Not everyone can choose to be happy for several reasons, but it's certainly convenient for people the people that "can" to believe that they can.
Depressed people don't choose to be depressed, but it's better for people to believe that too. Makes it easier for them to turn a blind eye to those that are suffering and dismiss them, or even blame them. It's the same rhetoric as people "choosing" to be broke or in poverty with their "bad spending habits." The depressed and hurting just have bad thinking habits, so it's their problem and their's alone.