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The therapist that I was seeing for some time used to work as part of a government-mandated serious offenders prison release and rehabilitiation programme. Basically, if you've committed serious crimes like murder, rape, child molestation or any number of heinous violent crimes that got you something like ten years or more, you are required to stay in counselling after you get out to help you get back on your feet again in the real world. He told me he often had patients who had spent their early 20s to late 30s in prison and then got out in middle age, and when they got out, they had to face the fact that their most productive years were behind them, when regular people their age had built careers for themselves, bought houses, had children, the works. They start with nothing when they get out, a lot of times not even your closest family members will want anything to do with you if you've spent ten years and more in the clink for (child) rape.
It kind of puts things in perspective. Us early middle aged lads who didn't spend ten or fifteen years in prison may not be happy with the way our lives turned out, but the difference is, we were free to live whatever kind of life we ended up living. We didn't just watch time go by, locked inside a cell day in, day out. And yet, despite that great big void spanning all those many years of their personal history, they are encouraged to rebuild their lives bit by bit and move forward and not look back.
My therapist told me that the real problem that normal people our age face isn't necessarily really the thought that they have wasted their best years. But that they chose to go down one particular path and thus never seized the opportunities that all the other paths they could have gone down offered. But then again, realistically, you were never going to be able to have your cake and eat it anyway, i.e. you were always going to have to choose ONE of those paths for yourself and not all the others. Also, you don't know if those other paths really would have turned out better for you and made you a happier and more fulfilled person. You only tell yourself that. So a lot of times, the key to overcoming middle age depression and midlife crisis is confirmation therapy, in that people are taught how to be in a good place about the life they've led, for better or worse.
Also, listen to this song, recorded by Pink Floyd when they were all roughly in their early 40s themselves... I was only a teenlad when it came out and never quite understood why my dad loved this song so much... but the older I'm getting, the more I understand it on a much more profound level.
In fact, I think this is the song that I want played at my funeral someday. It's just got the right mixture of solemnity, reflection, and mourning of the past.