It really depends on the roots to your depression, hopefully I can shed some light on yours and lead you toward a solution.
For example: My depression was caused by a combination of a caustic family environment, drugs(Mainly marijuana and opiates(I'm never touching these again), things that "helped" me "cope"), and at one time, homelessness. These facets coalesced into irrational behavior and a pessimistic outlook on life that caused me to attempt suicide at the early age of 13.
(Stitching up your arm once you realize you want to "live" is excruciating, don't do this ever.)
Note:I was extremely fat, antisocial, and hated every second of reality outside of videogames and books.
After stitching up my arm and stealing food for that day I just started reflecting on life and realized that all the pain and turmoil I was experiencing was temporary, and that the only person who has the power to save myself from falling off the precipice located conveniently adjacent to the abyss of depression was to radically change my life. I started becoming more social and outreaching, I made several connections on the emotional level with people whom I am still friends with today. You won't meet good people unless you're willing to meet the bad as well, this applies to many things in life. Life is immensely beautiful and never worth giving up for anything besides your convictions, I really hope you come into contact with a person or experience that shows you the truth to this.
At 15 one of the most life-changing experiences of my life was when I tried my first psychedelic, 4-ACO-DMT, and soon after, shrooms. I experienced a full on ego-death on 4-aco, and even though this was an enlightening experience, it pales in comparison to the lasting effects my first trip on Magic Mushrooms produced. It felt like my brain was re-wired, I started to love myself again. I embarked on the journey towards personal fitness(To this date, I've lost 100lbs and grew several inches) I started applying myself for my own benefit(Although I'm a notorious procrastinator, I'm not nearly as bad as I used to be.) I actually enjoyed life for what seemed like the first time.
I've been abused, neglected, and hurt on more levels through more experiences than I'd care to share. Despite all of the trials I've been through, I'm still here today. The process of healing starts with the first step towards self-improvement. Find a hobby, start lifting weights(
www.4chan.org/fit/ is a great place to learn about fitness), find a reliable means of income that you enjoy doing. Once you have a purpose to wake up in the morning, everything else will follow, I promise you that.
If you ever need to talk, please PM me on here or through my skype: Giavanni6.
Edit: If you're wondering, I don't believe in religion. I view it as an emotional crutch and can't care what some "divine" being has planned for me. However, religion has saved many from depression, explore it if you're curious, anything that helps is deemed good in my book.