Start with a daily journal. Write down the stuff you did and the thoughts you had. Write down the things you want to get done tomorrow in the same journal and cross them off if you accomplish them.
This way every day of your life will have significance. Even if the day was dreary, mundane, sad, or even horrible, recording the memory records the significance because you lived it.
Journaling didn't cure me of depression, but it helped me build a ladder out of my pit of despair.