I don't think depression is the mindset that
helps (most) people be creative. I do, however, think it is a circumstance that allows people who are creative to vent and gives them issues and topics to work with right in front of their face.
The mindset that helps me, personally, be the most creative is a sense of peace and calm, when I am most vulnerable and open to new ideas like right after a long vacation.
What mindset helps you be the most creative?