Avoid playing super hard games like dark souls/elden ring etc. While they are fun and challenging in the right frame of mind, the constant grinding and dying in bs ways over and over again will just add to feelings of hopelessness and failure. Try easier games, or strategy like Civ, Tropico, Stellaris. Things that you can progress in and give you a feeling of achievement without having to spend hours tiring away just to get a little bit further. 
Spoken from experience. I love souls/er but while depressed they just add to the shitty feeling of failure.