Here's a quick story. It's unrelated to depression but it's something related to asking yourself "are you sure?".
I once had stitches which had to be removed after about 2 weeks. It was the only time I've gotten stitches.
It's a weird experience which involves a fair bit of tugging and feeling things you've never felt before along with maybe a little blood.
The doctor told me to let him know if it hurt. After the first tug I said is it normal to feel pain?
Then he asked me if what I'm feeling is really pain or is it a sensation?
Then he did it a few more times and he was right. I wasn't feeling real pain.
I was feeling a combination of sensations I wasn't familiar with. Yes there was a bit of tugging, pressure and a little bit of pinching but I wouldn't register it as "actual pain". Maybe it was like a 1.5 out of 10 on a pain scale. A minor discomfort at most and completely manageable.
But even now, years later I sometimes think back to that experience in other contexts and ask myself "are you sure?" when evaluating situations or thought processes. It's not a lack of confidence, it's more about making sure I'm assessing things in a fair and reasonable way.