Well... i was, during good part of my life, mildly depressive. I never had the need of taking any meds, or even to going to a doctor, but i know i was unhappier than most people i knew.
Then, i started to smoke and my life changed. I started to see the life in completly new ways, i could see what were the things that did make me unhappy, i could deal with a lot of bad feelings i got... and now, after some 3 years of smoking, im a VERY happy person... i could say im one of the happiest persons i ever met... completly the opposite of what i was before smoking. So, in my own case, the weed worked very well curing my depressive nature.
But there is some cautions you must have. Ive noted that sometimes pure indica strains make me not only mellow and couchlocked, but also a bit depressed... what dont happens when the strains have some sativa mixed in it.
However, if the weed were pure sativa, i feel somewhat paranoid, and i think it would not be nice to feel it if you have anxiety.
So, when you were to smoke, try to get a mixed strain (which is the more common), with both sativa and indica varieties, so the effects will be the best ones for you.
And i would suggest to you try it with some friends before asking for MMJ. Being high is a thing we learn, so i think its better to be with someone experienced during your first times, so they can guide and help you. And, also, being high with a couple of friends is always a LOT of fun...
So, good luck, i hope you smoke very soon, and enjoy it... cause its one of the best things in the world! :thumbsup::stoned::rastasmoke::jointsmile: