As someone who suffers dysthymia and occasional major depression on top of it, I'll never stop being grateful that I figured this out early on in life.
When I was 11, I got my black belt in Tae Kwon Do. A couple years after that point I grew disillusioned with continuing to practice martial arts altogether because I realized that the achievement didn't make me happy. In some ways, it made my depression worse at the time and it just took me a few years to figure that out.
Music has consistently sustained me since then. It's both an endless journey of self improvement and an activity that's possible to purely enjoy in the moment. It takes so much of your brain at once to perform music that you literally cannot be stuck in your head with your own thoughts, instead you reach a state of mind where there is no ego whatsoever, just total flow-state focus and the experience of the present.