Okay, I'm going to be honest with you. This is not one of your best games.
First of all, the sound effects were way too loud, and the first time I hit the space bar, the sound was so loud that it actually startled me. The pixelized art style was kind of cool, and the grey colors really made it feel depressing. But then I went into the first cloud segment. I saw the happy faces raining down and I thought, "Oh, I'm supposed to get those so I can overcome my depression." But the second I touched one, I DIED.
And that's where the "message" comes in. What were you even trying to say here? That people who are depressed should just STAY depressed until they ultimately kill themselves? That's pretty horrible. I'm not saying you're encouraging suicide here, but that seems to be what this game is hinting at.
In addition, we feel pretty much no sympathy for the character since we don't even know who he is or what he's depressed about. In order to make the player feel sad for the characters, you actually have to set them up first.
All in all, this isn't a terrible game, but it's horribly flawed. I would highly suggest improving the graphics and controls slightly (the character's movement felt kind of slidey), make the character relatable, and don't end it on a "depressed people should kill themselves" message. Again, I'm not accusing you of encouraging suicide, but that's about all I got out of playing this game.