For me, I was socially isolated, failed out of school, bullied at school, home and work, unsuccessful with friends or women and kept getting laid off, fighting with my coworkers and managers.
It wasn’t until I learned about Aspergers and did a detailed study on all the problems people with Aspergers have that I understood all of my problems stemmed from me likely being on the spectrum. Once I learned that, I was able to understand why I was being targeted and why most people seemed to hate me immediately within one conversation despite me thinking I did nothing wrong. Then I was able to make adaptations for how to structure my life around the fact that I was different.
If your problem is a minor chemical imbalance and you just need some vitamins, a jog and rest - To me this isn’t really depression, as someone who was on and off suicidally depressed for a decade.
For me: I was depressed because my life sucked. I could make the depression go away temporarily but it always came back. Cognitive Behavioral Therapy really Helped me.
After being told by teachers, my family, coworkers, people at school that I was stupid, unlikeable and ugly etc it took me a long time to undo that because I really believed it. CBT is about arguing with invasive negative thinking and changing your filters into better ones.
When I get depressed now, I write down a plan to stop being depressed and go through all the steps sequentially from simple to hard. Usually works, but only if I start with easy things first.