If I didn't try to eavesdrop on every bus ride I take or look for the humor when I go for a walk, I would just be depressed all the time.

In this quote, the person is suggesting that they make a conscious effort to not be sad or depressed when they take a bus or go for a walk. To do this, they make an effort not to listen in on conversations other people are having on the bus, and they look for things that make them laugh while they are out walking. By doing this, they can enjoy the experience and avoid feeling down.