IIRC I read that depression can cause the hippocampus atrophy (shrinkage) thus affecting memory and learning. I also suffer with unreliable memory and it often makes me feel incredibly stupid. And when I learn stuff it takes 3X longer than what your average joe can do. Aside from that, past memories of mine are rarely happy.
However, you can also help increase the volume of your hippocampus. Its a challenge though because it takes a lot of energy and discipline since it involves exercise, meditation, challenging yourself through learning. I mean, most times, doing the bare minimum is quite the feat for depressed individuals (I hate it when this happens).