One of my favorite poets, Robert Frost, captured much about November's mood in the poem below, but I disagree in one respect: I like November even when I'm not depressed. :)
MY NOVEMBER GUEST
by Robert Frost
My Sorrow, when she’s here with me,
Thinks these dark days of autumn rain
Are beautiful as days can be;
She loves the bare, the withered tree;
She walks the sodden pasture lane.
Her pleasure will not let me stay.
She talks and I am fain to list:
She’s glad the birds are gone away,
She’s glad her simple worsted gray
Is silver now with clinging mist.
The desolate, deserted trees,
The faded earth, the heavy sky,
The beauties she so truly sees,
She thinks I have no eye for these,
And vexes me for reason why.
Not yesterday I learned to know
The love of bare November days
Before the coming of the snow,
But it were vain to tell her so,
And they are better for her praise.
(from A Boy's Will. Robert Frost. New York: Henry Holt and Company, 1915.)