Christina discusses the three things that individuals experiencing depression should stop doing immediately. She emphasizes the importance of acknowledging one's feelings, rather than trying to suppress them or deny their existence. She advises her listeners to engage in activities that elevate their mood, rather than indulging in those that reflect how low they truly feel. She also encourages them to stop punishing themselves for their perceived mistakes and offers a technique for self-forgiveness. Throughout the episode, Christina highlights the need for self-compassion and adaptation when working on building self-confidence and self-worth while recovering from depression.