How do you try to get really good at something without feeling depressed?

Professional visual artist (filmmaker) for the last two decades here. Much sympathy - what you're going through is genuinely tough.

Suggestions:

1) Therapy, if you can afford it. You're doing this because you love art, right? And you're getting to do art daily? And it's making you unhappy. That's something that's worth exploring with a trained professional, because clearly there's something sub-optimal going on there.

2) How much do you feel it's OK to suck? Is it OK if one of your finished pieces is pretty awful? What about 3 in a row? One of the problems with art is that it's an incredibly stressful field to work in professionally because of the level of competition and the perceived standards. If you're not completely OK with sucking from time to time, it'll be a hell of a drag on you.

3) Are you releasing your art? Are you getting feedback on it? Making stuff into a vacuum is draining. If at all possible, try to release it. Also, are you working on concepts for other people and projects, or just doing practise stuff? Getting feedback is pretty vital, not least because otherwise you'll tend to be overly critical of your own stuff, and also often critical in the wrong areas.

4) https://vimeo.com/24715531 . Seriously, watch that once a day or so - and despite what it says at the start it's not just for beginners. :) ANOTHER reason that art is really hard is "the gap" as Ira Glass refers to it. A finished piece never looks quite like it did in your head.

Hope that all helps, and good luck!

You appear to he concentrating on the short term - I do so much painting yet I'm not seeing any improvement - and not on the long term iterative nature - I practice a little bit each day, I won't see much improvement day to day or week to week, but I'll see improvement year on year.

You don't say whether your practice is providig challenge or not. That might be a way to improve. Try to set challenges that change the way you work.

If you find yourself getting depressed, maybe it's not the best career for you. Most people never break through in art and entertainment fields probably because either they overestimate their aptitude, or just due to the sheer mass of people willing to do it for free. Concept art in particular sounds like an area with a lot of silent struggle and no recognition.

It is kinda funny you ask this question the same day I read this article http://zenhabits.net/suck/ on how to learn while sucking at what you are trying to learn :)

It resonated with me because I have had a hard time learning to live with being bad while learning new stuff.

Me and a few people around me made the experience of almost completely losing interest in what used to be our passion *through studying it. Especially in the creative areas. I'm a musician half of the time, I struggled a lot with accepting that my 'creative waves' come and go when they want - forcing output in moments where there was internal fire led me to big internal conflicts, up to something you could call 'depression' (I find that word to be somewhat elusive) - even without any external pressure. Now being in a educational context that requires you to be creatively expressive on a daily basis doesn't even give you the option to have those breathing spaces. So we had to chose: Power through and hope for the best, or (in my case) stop relying on institutional safety and just go for it. It takes courage, exponentially more with every day you already put in, but after years of doubt I'm very glad I did it this way. What I find to be universal: the job paranoia that drove us crazy faded very quickly once in the job market, in retrospect I can't even reconstruct why I was so terrified: Keeping steady at doing something you love, listening a bit to the heart while quieting the mind and finding your flow .. and I'd be highly surprised if you end up not having any success at all.