Difficulty following depression as an alternative state (8)
I believe the answer is:
colorado
'state' is the definition.
(I know that Colorado is a state)
'difficulty following depression as an alternative' is the wordplay.
'difficulty' becomes 'ado' (ado is bother or difficulty).
'following' means one lot of letters go next to another.
'depression' becomes 'col' (meteorological term).
'as an alternative' becomes 'or' ('or' introduces an alternative).
'col'+'or'='color'
'ado' put after 'color' is 'COLORADO'.
(Other definitions for colorado that I've seen before include "US state in the Rocky Mountains" , "US state has a cool road, oddly" , "American state, capital Denver" , "US state, W. of Kansas" , "US state has a strangely cool road" .)