Question: 

Is spirituality meant to eliminate worry and depression?

Answer: Not exactly. Purpose of spirituality is to connect with Krishna and

process of bhakti yoga helps us connect with him. For example, we are
chanting holy name, associating with devotees, studying scriptures etc. All
these things help us become increasingly convinced that (i) Krishna is the
supreme reality and (ii) Krishna is the supreme source of pleasure. When
these two convictions come in our consciousness then we will always become
conscious of Krishna.

Thinking about the past and thinking about the future is not a problem. The
problem is in the way we think about past or future.

Thinking about past can be either in mode of ignorance or in mode of

goodness. When we are thinking about the past in the mode of ignorance, the
mind controls and keeps replying what happened in past. It would be like
watching a horror movie. Such thinking simply disempowers us. However,
when we think about the past in the mode of goodness, we consciously direct
our thoughts towards the past to think about it and learn from it. We have
those thoughts displayed on mind’s inner screen when we want. In that way
mind is not in control, we are in control. Like this, we can learn from the
past.

Similarly, with respect to future. If we are in the mode of ignorance, simply

another horror movie is displayed. This may go wrong, that may go wrong
etc. Again, we get scared. However, if we are in the mode of goodness, then
we get the future to appear in our thoughts. We then analyze that if something
wrong happens what we will do in such a situation. This way we can help
ourselves to become more purposeful.

We can learn from the past and prepare for the future. For a devotee it is all
united in the service of Krishna.
Sometimes people say live in the present which is important. However, we
live in the present but not live for the present. We live for a higher purpose.
For example, if somebody is sick, how we can tell them to live in the present.
They will simply be in pain at that time. Live in the present would mean if
they have some illness then they should take medicine and get cured. They
live for future when they can have a better health. Similarly, a devotee lives
for Krishna. He looks back at past to learn to serve better, focuses on the
present to serve in the best possible way, looks forward at the future to plan
and serve Krishna better. In this way, service to Krishna is the unifying
principle, which gives the purpose and the power to decide what to focus on
the inner screen. When some fear about the future comes up, then we can
continue to focus on our present service but can keep the fearful thought
aside to deal with it later. Sometimes while working on a computer a window
pops up and we keep it aside. We focus on current work and when we are
done we look at the window and decide how to deal with it.