Make sure you talk to someone you can trust! And find something you still enjoy, whether it be a certain movie, a favorite song, art or craft, a local park, a museum. Get yourself interested in things again. Best of luck!
Well, it depends on the severity of the depression. Studies show that people with high intakes of Omega-3 fatty acids (fish oil), who get outside a lot, exercise, and/or socialize have lower instances of depression than people with poor diets, who stay inside and don't spend time with people or being active.
Is there a specific reason for your depression? If it's a specific event, then the best course of action is to approach it head on. Talk to someone who will support you, or open up to the friend or relative you're having problems with.
Lastly, sometimes we need a professional to help figure things out. Seeing a psychologist doesn't mean something is "wrong", they simply help us find the best way for ourselves to fix our problems. Sometimes depression is actually a chemical imbalance, which may require medication.