How to Cope with Depression and Find Contentment?

How does one become content with being depressed? In other words, how can someone learn to be okay with having depression and being sad a majority of the time? Someone I was having a conversation with about this said that the reason they don't go around complaining about their depression and tell people all the time about how sad they are is because they've learned to become "content" with feeling that way. I didn't ask them how they do that since I didn't want to ask too much. But I wanted to know your thoughts on that and maybe some advice on how someone learns to cope with depression and learn how to be okay with feeling like that, especially if those emotions are frequent. Also, I'm not saying everyone should learn to "get used" to depression. But I've dealt with it for many many years and have tried multiple medications, and do weekly therapy, but me personally, I would rather learn how to become more comfortable and content with my depression rather than treating it like it's something new and that it will just go away any day.