Hi, from my own experience getting out of depression and then later helping a friend out of it I firmly believe you can get out of depression if you want to.
Wanting to get out of depression is the hard part because you got to be willing to do what is necessary.
You are closer than you think to getting out of depression when you say, "Maybe it is just a matter of changing how I think." It is that. You are also right about it being hard and how easy it is to fall back into the same patterns.
He's what I've done and what I got my friend to do: break out of your daily routine.
I know this sounds like advice that isn't that different than what the other commentators have posted but it's because they are partly correct. The missing part is to incrementally break out of your daily routine by incorporating small changes as you go along.
So what do I mean?
Well try walking/driving a different way home even if it takes longer. Go to a different supermarket for food. Listen to a different radio station. Even if you hate a certain genre of music try listening to it and listen to it for longer than what you would normally trial it out for. Go to a different café or restaurant. Eat or cook new food you have never considered trying. If you can, try to do stuff you wouldn't ever 'normally do.'
The trick here is to not overwhelm yourself with too many changes too quickly or to try things that are really hard for you. This way you can actually keep to the incremental changes you are making and you don't fall back into your old patterns.
Keep sticking to these changes as you make them. Soon you will find that they will start to stack and you start to feeling new feelings. As you are going along try to stretch your routine to do ever different things. Don't rush, and don't beat yourself up. If all you can do is one thing then do that until you can do the next thing.
All the best and you can make it.