Exercise is key - any type of movement gets your endorphins going. Don't dwell on the past or fear the future, and realize that what they call 'depression' these days is nothing new - it used to be call 'The Blues'.
Go to the doctor and assess how serious your depression is. Some people are just down for a short time due to stress or short term circumstances. Other people are more seriously depressed and may need therapy and/or medication to help them cope. Find out what you need with the help of a doctor. There is a lot of help for depression. You don't have to suffer.