Oh, you can totally fall into behavioral patterns that reinforce depression. But that doesn't mean it's all self caused, or that you can mystically cure it by turning the Sad Power into Happy Power. That's not how that works. What he's doing is basically claiming that people who are depressed are just "doing it for the attention", which is a pretty common stigma against mentally ill people, and has been for literal centuries. Anyone who says they can cure depression, or really any mental illness, in a 12 minute speech, is not helping. It's not really something that's even "cured" so much as "managed". The issue with that is, for the most part, introspection regarding depression is best left for when you're not suffering from a bout of it. This guy is advocating just telling people who could actively be on the verge of a breakdown "actually YOU caused this". Sure, they very well may have, but it's not something to tell someone who's currently struggling. Get to a more stable mindset first, then discuss causes. Basically, put the fire out before you start replacing the batteries in the smoke detectors.
And Guru is referring, again, to a Hindu religious term. It's someone who is believed to have achieved the highest form of enlightenment in a religious sense, and has essentially come to terms with the idea that life is fleeting, and all is part of the eternal cycle of Brahman (The Universe, basically). I'd still rather hear from a doctor than a priest on something like this.
There's definitely something to be said for personal responsibility with depression symptoms, and learning to better face them, you're very right there. I just wouldn't bring it up to someone who was currently in crisis.