Would you be able to clarify which aspects you're classifying as depressing? Is this in contrast to other pre-modern periods, or simply to the present?
I will post a few old answers about medieval life in Western Europe. Reddit only allows tagging of three users per post, so there will probably be at least one more comment after this one:
u/textandtrowel on [What would a Viking Village of 250 people consist of?] (https://www.reddit.com/r/AskHistorians/comments/8bzhmv/what_would_a_viking_village_of_250_people_consist/)
[How communal were women's chores like dyeing, spinning, weaving, bread baking, ale brewing, etc in the middle and late medieval period in Europe?] (https://www.reddit.com/r/AskHistorians/comments/68iu8v/how_communal_were_womens_chores_like_dyeing/) - a lot of this is actually about guilds
[Medieval England: I'm a healthy 18 year old male serf with no wife or kids and a harsh lord of the manor--what's keeping me on the manor instead of walking off in search of better opportunities on another manor or in some town?] (https://www.reddit.com/r/AskHistorians/comments/6zzd06/medieval_england_im_a_healthy_18_year_old_male/)
This is a largely unanswerable question, what constitutes depressing is a matter of pure taste. Things were quite different than today in some respects, but that can't be said to be good or bad either. The Middle Ages is a roughly 1000 year period of time during which many millions of people lived, among those many millions of lives there was a great diversity of experience and circumstance, just as today. I don't know how the Middle Ages seem to you because I don't know what kind of information about the period you've consumed, but I will say that popular media (film, television, games etc.) that purport to be set in the period tend to draw their elements from the High Fantasy genre moreso than any historical fact.