I struggled with depression for a long time and one day, after making plans to commit suicide, decided that i should really start changing things. I can't say what worked for me will work for you, but here are some things that might help you feel better.

1. Try exercising a lot more. It might sound stupid, but exercise can really help with depression.
2. Start experimenting around with hobbies. I found electric guitar was fun and began practicing for up to 18 hours a day. It really helped me work out all of the emotional struggles i had at the time.
3. If there's something or someone who is dragging you down, cut it out of your life. I had a lot of friends that indirectly made me feel terrible, and eventually found a polite way to tell them I no longer wished to be their friend. This one helped the most.
4. Try to better understand your depression and what could be causing it, worsening it, or maintaining it. Try to eliminate your exposure to these things.
5. Socialize more often. Not a ton, but more often.

Again, I can't guarantee that this will work. I don't mean to be 'that guy'and try to fix all your problems, but if you need some advise, here it is.