This track doesn't advertise depression but shows that reality could be cruel for some people. Their reality could be also a reason why they are having a hard time. So everyone should be nice to each other and spread love not greed.
Lyrics ;
Merry Christmas said the little girl who was caroling in the streets
To beg some money and food to eat
She was with her little puppy
A border collie who was shaking
And starved himself to death
A lot of people saw them
But not a single person came to their help
As the tiny snow fell
They buried themselves in the deep so they could sleep
And hide away from the cruel reality