What I was really hanging around for, I was trying to feel some kind of good-by. I mean I've left schools and places I didn't even know I was leaving them. I hate that. I don't care if it's a sad good-by or a bad good-by, but when I leave a place I like to know I'm leaving it. If you don't, you feel even worse. (1.8)
Hello, paradox: Holden wants to make connections with people (or, in this case, with places), but to do so means to make an emotional investment that will probably end up depressing him. Here, however, he seems to decide that he would rather feel sad about leaving a place than feel sad about the fact that he doesn't get to feel connected enough to feel sad. Make sense? Now compare this to the last paragraph of the novel, where Holden says not to tell stories, as you then miss the people in them. Does this mean he's changed his mind?
After I shut the door and started back to the living room, he yelled something at me, but I couldn't exactly hear him. I'm pretty sure he yelled "Good luck!" at me. I hope not. I hope to hell not. I'd never yell "Good luck!" at anybody. It sounds terrible, when you think about it. (2.78)
From Holden’s perspective, literally anything can sound depressing: like wishing someone "good luck"—which, if you think about it, could just imply that the person needs it.
The minute I went in, I was sort of sorry I'd come. He was reading The Atlantic Monthly, and there were pills and medicine all over the place, and everything smelled like Vicks Nose Drops. It was pretty depressing. I'm not too crazy about sick people, anyway. What made it even more depressing, old Spencer had on this very sad, ratty old bathrobe that he was probably born in or something. I don't much like to see old guys in their pajamas and bathrobes anyway. (2.3)
Holden is depressed by physical illness (obviously), but he’s not in such great physical condition himself by the end of the novel. Just what do you think he’s wearing at the place he’s been sent to “rest up”?
Everybody was asleep or out or home for the weekend, and it was very, very quiet and depressing in the corridor. […] All of a sudden, I decided what I'd really do, I'd get the hell out of Pencey – right that same night and all. I mean not wait till Wednesday or anything. I just didn't want to hang around any more. It made me too sad and lonesome. […] Besides, I sort of needed a little vacation. My nerves were shot. They really were. (7.58)
Holden has a good point: empty corridors really are kind of depressing. His point about his “nerves” is just a little clue that there might be something more serious wrong.
One thing about packing depressed me a little. I had to pack these brand-new ice skates my mother had practically just sent me a couple of days before. That depressed me. I could see my mother going in Spaulding's and asking the salesman a million dopy [sic] questions—and here I was getting the ax again. It made me feel pretty sad. She bought me the wrong kind of skates—I wanted racing skates and she bought hockey—but it made me sad anyway. Almost every time somebody gives me a present, it ends up making me sad. (7.60)
What’s sad about a present? Well, first, they’re the wrong skates; second, his mother went to all this trouble to buy him skates, and now he's let her down by "getting the ax" at yet another school. When he says that he finds any present from anyone to be depressing, it seems as though he feels he doesn't ever deserve gifts.
Then I went over and laid down on Ely's bed. Boy, did I feel rotten. I felt so damn lonesome. (7.29)
Even though he's judged Ackley to be pimply and disgusting (and painted a portrait of him as a social outcast), Holden still reaches out to the guy when he feels lonely. Cue major character conflict: he hates everybody, but he’s lonely.
They were so ignorant, and they had those sad, fancy hats on and all. And that business about getting up early to see the first show at Radio City Music Hall depressed me. If somebody, some girl in an awful-looking hat, for instance, comes all the way to New York – from Seattle, Washington, for God's sake – and ends up getting up early in the morning to see the goddam first show at Radio City Music Hall, it makes me so depressed I can't stand it. I'd've bought the whole three of them a hundred drinks if only they hadn't told me that. (10.50)
Holden is depressed that these girls are just lapping up phoniness of New York. They've traveled all this way just to see a bunch of phony dancers prancing around Radio City Music Hall. Well, when you put it that way …
New York's terrible when somebody laughs on the street very late at night. You can hear it for miles. It makes you feel so lonesome and depressed. I kept wishing I could go home and shoot the bull for a while with old Phoebe. (12.1)
The literal only thing that seems to make Holden feel better is thinking about Phoebe—maybe because she’s the only person he can connect with.
I took her dress over to the closet and hung it up for her. It was funny. It made me feel sort of sad when I hung it up. I thought of her going in a store and buying it, and nobody in the store knowing she was a prostitute and all. The salesman probably just thought she was a regular girl when she bought it. It made me feel sad as hell—I don't know why, exactly. (13.53)
Holden doesn't know why he finds everything so depressing, but we can take a guess: he’s upset that Sunny is prostitute, that she needs to hide it from others, and that she probably doesn’t feel too good about it.
After old Sunny was gone, I sat in the chair for a while and smoked a couple of cigarettes. It was getting daylight outside. Boy, I felt miserable. I felt so depressed, you can't imagine. What I did, I started talking, sort of out loud, to Allie. I do that sometimes when I get very depressed. I keep telling him to go home and get his bike and meet me in front of Bobby Fallon's house. Bobby Fallon used to live quite near us in Maine. […] We thought we could shoot something without BB guns. Anyway, Allie heard us talking about it, and he wanted to go, and I wouldn't let him. I told him he was a child. So once in a while now, when I get very depressed, I keep saying to him, "Okay. Go home and get your bike and meet me in front of Bobby's house. Hurry up." […] I keep thinking about it, anyway, when I get very depressed. (14.1)
Holden tries to combat his depression by altering past actions, which is… doomed to failure. He needs to take some proactive steps, but he’s too far gone to even know what to do.
All the two of them were eating for breakfast was toast and coffee. That depressed me. I hate it if I'm eating bacon and eggs or something and somebody else is only eating toast and coffee. (15.17)
Holden feels guilty about being privileged. His family clearly has money (he bounces between expensive boarding schools, his father is a "corporation lawyer," he has nice suitcases from Mark Cross, etc.), and it bothers him that not everyone has the same advantages—especially the nuns, who he later comments never get to go to "swanky lunches." Poor little rich boy.
After they left, I started getting sorry that I'd only given them ten bucks for their collection. But the thing was, I'd made that date to go to the matinee with old Sally Hayes, and I needed to keep some dough for the tickets and stuff. I was sorry anyway, though. Goddam money. It always ends up making you blue as hell. (15.32)
Money depresses Holden because it creates interpersonal barriers for him. Since isolation is what makes him feel sad, anything that prevents him from connecting to other people—like money—is going to be depressing. (Just try not having it, Holden, and then see how you feel.)
I was way early when I got there, so I just sat down on one of those leather couches right near the clock in the lobby and watched the girls. […] It was really nice sightseeing, if you know what I mean. In a way, it was sort of depressing, too, because you kept wondering what the hell would happen to all of them. When they got out of school and college, I mean. You figured most of them would probably marry dopey guys. Guys that always talk about how many miles they get to the gallon in their goddam cars. (17.1)
Sometimes, Holden makes personal connections without ever reaching out—or even talking—to another individual. Here, he even makes himself depressed over the futures of the girls he's watching, even though he doesn’t know the first thing about them.
"You don't like anything that's happening."
It made me even more depressed when she said that.
"Yes I do. Yes I do. Sure I do. Don't say that. Why the hell do you say that?"
"Because you don't. You don't like any schools. You don't like a million things. You don't."
"I do! That's where you're wrong—that's exactly where you're wrong!
Why the hell do you have to say that?" I said. Boy, she was depressing me. (22.18-23)
All right, keep telling yourself that, Holden. He won’t admit it, but his depression admits it for him: if it weren’t true, he wouldn’t feel so depressed when Phoebe points out that he hates everything.
"Wait a second—take the rest of your dough, too." I started giving her the rest of the dough she'd lent me."
"You keep it. Keep it for me," she said. Then she said right afterward—"Please."
That's depressing, when somebody says "please" to you. I mean if it's Phoebe or somebody. That depressed the hell out of me. But I put the dough back in my pocket. (25.79-81)
And … it's depressing that she says "please"? Apparently—because she's the one doing him the favor, and she has to act like he’s helping her out.
There was this magazine that somebody'd left on the bench next to me, so I started reading it. […] It was all about hormones. It described how you should look. […] I looked exactly like the guy with lousy hormones. So I started getting worried about my hormones. Then I read this other article about how you can tell if you have cancer or not. It said if you had any sores in your mouth that didn't heal pretty quickly, it was a sign that you probably had cancer. I'd had this sort on the inside of my lip for about two weeks. So figured [sic] I was getting cancer. That magazine was some little cheerer upper.
Nice. On top of everything else, Holden now thinks he’s dying of cancer—even though it’s probably just stress.