Writing this much seems to take significant mental energy, so if you are already prone to depression you need to be extremely prepared. It's also true depending on your intentions for all creative things, particularly if you have low self confidence. For example you might feel bad about yourself because you don't do enough art so you enter some kind of art competition, but then you immediately feel shitty about yourself and so you can't bring yourself to do it, leading to even worse self confidence about it.
My therapist told me that in Germany there is an idiom that in English translates to "if you want to prove that you will fail you will always succeed". If I did NaNoWriMo, I would have the full expectation that I will fail, even if I try to tell myself that I have hope it would go well, and so I will just naturally make myself fail.
not sure if this fits here, but just today the thought occurred to me that depression may be related to expectations i have of myself but also what others expect of me. by avoiding pressure from others and not expecting to much myself but without considering that a failure, or by not blaming myself if things don't work out, in other words, avoiding things that would lower my self confidence, may be a way to avoid depression.
i have never tried NaNoWriMo, but if i did, i'd look at my situation and realize that i would not get much done, but for me that would not be a failure, because i wouldn't even go in with the expectation that i should be able to change that. on other words, i would not even have the hope that it would go well. instead it would be the realization that without participating i'd write nothing. by participating i'd write something, and so i may consider that a (small) success.
My therapist told me that in Germany there is an idiom that in English translates to "if you want to prove that you will fail you will always succeed". If I did NaNoWriMo, I would have the full expectation that I will fail, even if I try to tell myself that I have hope it would go well, and so I will just naturally make myself fail.