How can I help myself if I am depressed?

You may feel exhausted, helpless, and hopeless. It may be very hard to do anything to help yourself. But it is important to realise that these feelings are part of the depression and do not reflect real life. As you understand your depression and begin treatment, negative thinking will fade. In the meantime:
Engage in mild activity or exercise. Go to a movie, a ballgame, or another event or activity that you once enjoyed. Participate in religious, social, or other activities.
Set realistic goals for yourself.
Break up large tasks into small ones, set some priorities and do what you can as you can.
Try to spend time with other people and confide in a trusted friend or relative. Try not to isolate yourself, and let others help you.
Expect your mood to improve gradually, not immediately. Do not expect to suddenly "snap out of" your depression. Often during treatment for depression, sleep and appetite will begin to improve before your depressed mood lifts.
Postpone important decisions, such as getting married or divorced or changing jobs, until you feel better. Discuss decisions with others who know you well and have a more objective view of your situation.
Be confident that positive thinking will replace negative thoughts as your depression responds to treatment.