Holy smokes, I think I've only seen one other person post this, but
THERAPY: Treating depression is a therapist's job, and they're really, really good at it. They can teach you coping skills, social skills, can help you get more involved with your family or community, etc. Even just having someone listen to your problems with an unjudgmental ear is extremely helpful . However, a lot of people often labor under the impression that is only takes one session to cure a mental disorder which is ridiculous. You have to keep going to therapy for as long as it takes to get you healthy. Also, you should always go to a psychologist before going to a psychiatrist as a psychiatrist will throw meds at you and it's always best to try and treat yourself naturally before you resort to meds.
Anyway, I've always had extremely low self-esteem comorbid with really bad anxiety and I suspect it's most likely due to the genes I was given (which is a really difficult thing to accept and a difficult spot to be in) and some difficult environments I was put in. I saw a therapist and it was only then that I realized that I had reasons why I was so shy, withdrawn, and depressed and it wasn't just because there was something wrong with me. I realized that I truly had been through some really traumatic things in my life even though I hadn't before and I had a right to feeling to depressed.
My therapist had this beautiful advice of only keeping people in your life who are good for your mental health, and it gave me permission to hate this person who I previously thought it wasn't okay to hate despite the horrible things they had done to me.
Long story short folks, see a therapist. And also do the stuff other people are suggesting on this thread. Go on long walks just by yourself, eat healthier, hang out with your family, etc.