First off, and this is very very important,
don't self-diagnose.The
Nocebo-effect is very much a thing and can have nasty consequences for you. Especially when it comes to mental health. You don't want to get trapped in an endless cycle of selectively noticing symptoms, re-affirming your self-image, consequently feeling miserable and then noticing more symptoms.
Don't self-diagnose. If you think that you are depressed, don't google your symptoms, but go to a professional.
On Topic: Playing osu falls in the very broad category of "distraction", and if played excessively, "escapism". Lets take a look at these two categories.
DistractionDistraction can be a very helpful tool to cope with short-term sadness, and the overwhelming majority of people use it frequently. There is absolutely nothing bad about casually playing osu to combat casual sadness. It's a very normal and natural thing to do. It's similar to many forms of social coping, like having a beer with your friends to "get your mind off of something". In fact, playing osu can be a form of social coping, if you prefer multiplayer etc.
EscapismHowever, the situation changes when people play osu
excessively to cope with their problems. While it might feel relieving to click some circles at the moment, mid- and long-term it won't solve the problem. That is, because
it simply does not address the problem.
As with all forms of escapism, it's a tactic that relies on avoidance.
Now, to be fair, there are problems that can be solved by avoiding them. Sadly, clinical depression is not one of the problems that can be solved that way.
To make it even worse, forms of escapism that socially isolate you (sitting in front of your computer, playing games for 14 hours a day), will often make the problem worse.
With a lack of social contact comes progressive alienation towards social scenarios. With progressive alienation towards social scenarios comes social anxiety. With social anxiety come feelings of general unworthiness, low self-esteem and other negative clusters that feed into depression.
tl;drSo, in conclusion: There is nothing wrong about playing osu as distraction to combat the occasional sadness or even symptoms of clinical depression. However, if you escalate your play-times so much, that this game becomes a or the center of your life, if you use osu as a means to escape the world instead of "just taking a quick break".... then you are not doing yourself a favor. If you socially isolate yourself while playing, you are not doing yourself a favor either.
SPOILERI used the Nocebo-effect very broadly here. Usually it just refers to actual, physical supplements that trigger a negative reaction even though they are inherently neutral. So think of your self-image as the "supplement", and the consecutive sadness as the triggered negative reaction. Conversely, an inherently negative supplement would be your favorite pet getting run over by a car and thus, the following sadness wouldn't be nocteboe'd.