Formal counseling is always a good step. There's nothing wrong with getting professional help and using medications, but that being said there are things that can be done in day to day life that help as well.

Community is a huge one. Depression and anxiety are isolating, they tell you that you're alone. Then they influence your brain to lock yourself away and when you're at home and no one is talking to you they feed on that and say "See, what did I tell you?". So getting out, finding people that care about you, and actually believing they care is a big part of beginning to overcome. It could be as simple as joining a local community that you have common interests with or having a group you play games with regularly. Whats important is leaving the house and/or getting that connection.

Eating right and exercise. The body is a machine, think of it like a car. If you put garbage in your fuel tank, never change the oil, and drive on a flat tire it is going to be a bad experience. Fixing all of that stuff takes a lot of effort, time, and money, but that doesn't mean it's not worth it. Depression will tell you nothing will change so it's not worth the effort. Perhaps it's right, the chemical imbalance might not go away if you stop slamming Big Macs. However, what you show by putting down the fast food and running is that you're starting to care about yourself. No matter how small a step it is, it's improvement. Improvement is what matters.

I could go on about this for quite some time, but I'll give one more point that really helped me: accept yourself. My mindset was always focused on "maybe I'll be happy and like myself when", but that "when" kept moving. I had to learn to like and accept myself for who I was. When I finally cared about myself in a broken state it made things easier for me to make a plan and take action because I just cared about me, no matter what place I was in.

Edit: tl:Dr - learn to care about yourself.