For the most part, you're very right.
There are times though, when what a person is experiencing goes beyond that. There is a huge difference between "feeling down" and full-out clinical depression. Clinical depression is real, and it's not something you just "nut up" from or just "get over". There are many things that can bring on depression, and the earlier it's stopped and dealt with the easier it is to get out of that hole. And it's not just about pill-popping either, there are non-pill ways of recovery. The hard part is A: recognizing the difference between the regular ups and downs of life and full-out clinical depression and B: seeking appropriate help, which may or may not even require visiting a doctor. There are plenty of online and print (book) resources for depression recover. If the person will seek it out.
Telling a person who is clinically depressed to "nut up" or "get over it" generally only worsens the conditions. They very much would LOVE to be able to just get over it. Sadly, by the time it's that bad, it takes more than that.
I'm not saying that anyone should rush out and go see a shrink every time something sad or bad happens in their life. But if those depressed feelings continue for a period of months, and it's so crushing that it interferes with living life, then it's time to seek some help of some kind.