The feelings are certainly real. That said, feelings aren't fully based on the external world for any of us. You're right that you can't just wake up and be happy or something, but you can slowly notice the disconnect and reshape it to your advantage.

A lot of things in depression are downward spirals of energy, motivation, etc. Recognizing the fact that some of these spirals are self-causing and taking back control is one of the things that helped me turn things around.