If I'm given the choice to create a character it will often be a female. I mostly do it to create a different narration. To have yet another broad-necked quarterback dude running around killing fools isn't that interesting anymore, and I can't really "embody" those characters better than anything else that I control.
Also, if I'm given the choice, I like to make characters that are older, ugly, short, fat or hideous alien monsters etc.
I'm one of those guilty of thinking I was depressed once. Turns out that the effects of a bad relationship, next to no physical activity, overindulging in caffeine, stress and severe boredom can resemble depression. Fixing most of those things made everything much better for me. But as you say, better to check it up as early as possible and have it be a false alarm, than letting it fester over a longer period.
The little I've heard and read about that rewiring process, it's a pretty fascinating and strange area. To consciously train your brain to behave and respond differently (more positively, I'd guess) sounds like hard task that takes a long time. Don't mean to sound discouraging :) Hope you stick with it and get better soon, buddy.