Knowledge may lead to depression if it is the wrong knowledge, or if it is not accompanied by adequate understanding and wisdom. Learning true doctrine is a good and noble cause. However, learning deeper doctrines when one is not living according to the simpler principles upon which they are founded can be overwhelming, leading to feelings of inadequacy and depression. Also, if one does not gain a testimony of the simpler, preliminary doctrines, he or she may see the deeper doctrines as strange and difficult to accept. Sometimes the conclusion is that they must not be true, and the individual searches in vain for a true alternative to the true Church. To discard the truth in an attempt to find it is truly a cause for depression.
Depression also tends to happen directly before and after major spiritual events in our lives. Satan would have us feel unworthy or unprepared for revelation, in order that we might not listen when it comes. Then, once we have received it, he would have us forget by giving us dark impressions that we are not equal to the tasks the Lord has revealed. If we listen to his lies, we may associate revelation with depression and anger.
Well, the question then should be when exactly a person know when they're ready? Many times we think we're ready to receive further light and knowledge and we're wrong. Who really determines spiritual maturity?