This was a very nicely done. As someone who has personal experience with depression, this really spoke to me, the different demons certainly captured the many facets of suffering from it and the thoughts and feelings associated.
I personally think the fact that you can mess up and retry is hugely important, as that is, in many cases what it is like in reality; having that strength to try again despite the previous outcomes. The visuals and soundtrack really complemented the experience too. This is a difficult issue to present, especially so in video games, but I'd say this is easily one of the most accurate. Excellent job.