A few things struck me as I read this thread, the most important one being that there is a big difference between melancholy and depression. SO back to the question of melancholy (alcoholism is an entirely different issue, re: genetic, & social influences). Whether or not there is a 'natural Celtic disposition' toward melancholy I would argue 'no'. And certainly no one culture has a particular monopoly on this emotion. But some cultures exhibit more of an aesthetic and emotional appreciation of melancholy/nostalgia than others, like the Irish that deals with emigration, foreign domination, hardship and famine, etc. The Welsh have Hieraeth. The Scots Ceanalas. The Portuguese Saudade. The Qawalli poets like Rumi and others, & like the Hindu Bhakti sects, write of the feeling of seperation from the Divine. The Japanese have literature dealing with sorrow measured in 'so many wet sleeves'. And there are many others. It all goes back to the idea that the only true poetry is poetry that has to do with loss. I can't remember how that has been stated better, aphoristically, or by whom, but I agree with it. If you're human, and have a heart, you've experienced the loss of something, and the longing for a reconnection, & re-experience of unity with that something. Some say that longing is at the root of all religious/ mystical experience. And the Irish as I've said (if that is what the author of the thread meant by Celtic) certainly respect and cherish thier poetry of loss.

Musically, there is that minor scale thing. It does seem to be a large part of the Irish music tradition, and it does affect ones response. It feels melancholy to the ear.

As to Celts, there are such people, no matter what others have said in this thread contrariwise. They probably began in central/east asia and spread throughout Europe and the British Island, north as far as Denmark and South as far as France. There were certainly various tribes of Celtic language speakers, like the Belgae, and it is just as certain that the Romans probably grouped many diverse Celtic language speaking tribes under the umbrella of one tribe knwon as the Celtae. But there were certainly a couple of invasions of Celtic speaking people into the Islands at various times, the so-called P-Celts and Q-Celts (a language differentiation, certainly as has been stated by others) and it it just as true that there is probably no pure strain of such after all these years and invasions of Vikings, Angles, Saxons, etc. But there well may be some vestige of pure Celtic-ness in the older poetry and oldest music, that survive in various forms of airs and tunes that we recognize today as Irish.