I feel also Depression can be unique to the individual feeling it. For example Depression seems like a really broad term. Every depressed person has their own situation why they are depressed. Maybe another person can share some of the same reasons. But we are all different including our circumstances. One person may have had a loss. Another may be in financial difficulty. Maybe someone just has really low self esteem or can't seem to get out of a cycle of thinking or confusion. Each requiring a different approach. Depression seems to be just a general form of pain and whenever there is pain you need to respond to it. What does the pain say? What is it trying to communicate to me? Pain always communicates something. It's a healthy signal of the human essence. It give us some awareness or motivates us towards some change. Changing my attitude towards the feeling of depression and seeing it as a gift to motivate me to change really helped me.
It's really good to start with what's in your heart, list your problems, confusions and questions or whatever and go through them. For me it was a combination of what was going on inside and actions to make changes or respond to these issues in the best way possible. Heaps of support, education helped. It also helps to get serious about it and take an organized approach. Even the action of writing down what's going on inside to process it feels like you are making progress because you are. And progress feels great. You will feel like you are doing something about the depression instead of letting it persist. That feels exciting. You may feel better immediately because you are gaining momentum (things are changing).
It also helps not to let negativity creep in. Whatever form it is in. Choices, bad company, music etc. I know it seems like oh yeah that won't do anything but it is actually extremely helpful. Invite positive things into your life.
Time, patience with the pain and positive action are your friends with depression.