From a letter of the Rebbe which has been translated
By zevi770 · August 19, 2011
I received your letter
It is explained in many places in Jewish Mysticism (Chassidus) beginning with the Tanya about the negative aspects of all forms of sadness, depression, despondency etc.
It is also clear from experience that these attitudes belong to the bag of tricks employed by the Yetzer Hara- evil inclination in order to distract the Jew from fulfilling his or her purpose in life.
To achieve this end the Yetzer Hara sometimes even enclothes itself in the mantle of piety.
The true test however is what the results are, whether these attitudes actually bring about an improvement in, and a fuller measure of Torah and Mitzvos, or the reverse. This should be easy to determine.
On the other hand we have been assured, “Whoever tries in spirituality will succeed though Divine assistance.” The road to purity and holiness, however, is one that should be trodden step by step, and by gradual and steady advancement.
Needless to say the idea of continuing at the Yeshivah for some time is the right one .