As you and I experience life, we evaluate events that happen to us in terms of whether they help us or hurt us, are either positive or negative. Positive evaluations tend to make us feel good and negative evaluations tend to make us feel bad. They are the basis of the labels we use for our emotions.
If our evaluations are accurate, they reflect reality. If inaccurate, they are in error and we have thought or concluded the wrong thing. Depressives often make inaccurate evaluations in a systematic way. They tend to have errors in the way they think about events that are significant to them.
Correcting the error requires learning to identify the error when we make it and say something more accurate to ourselves. It takes many times before the correction is automatic.