I had major depression for a couple of years and here's how I eventually got out of it:
1) regular exercise. Start small, you're not supposed to break records. But it's very important to do it regularly. You can start with one exercise, like cycling or pushups, and then in later weeks or months add more once you feel you got the hang of it. Also, I think aerobic exercises on fresh air like cycling, jogging or even going for a walk work best.
2) Go for a walk pretty often. Just to see a changing landscape and not the same 4 walls all the time.
3) Friends. Meet them with some regularity. If you don't have, meet people over a hobby and you will eventually make some friends. Friendly faces are nice.
4) Music - especially new and nice - works VERY well for me, but then again I'm sensitive to music and some arts.
5) Herbal pills for depression - hypericum. Supposedly as good as many synthetic meds, but much fewer side effects. Note you want either pills, alcohol or oil extract. The substance that deals with depression and stress (hypericine?) is not water solluble. So common teas don't work. Watch out for photosensitivity (you might get burns or other skin problems from being exposed to sun).
6) Vitamin D, at least 2000IU a day.
Try these things. It really helps, especially once you're used to some exercise. Now I still have anxiety and low stress resistance, but I can act and get stuff accomplished. Also, people say getting a cat or dog is a big help too (I haven't tried it).
Anhedonia - lack of ability to feel pleasure - in my case comes largely from the habit of suppressing emotions. I'm working on it.
Also, I practice meditation (for stress, memory and concentration), 1-2x a day for 15 minutes. I'm not sure how much it helps, but I'll take every help I can get NOT to fall into this black pit again.
For the Vitamin D in particular, there's recentish news that suggests most people in general may be somewhat Vitamin D-deficient and that the recommended daily dose should be sharply raised.
I will add a point if enec-data. I live in Seattle, and have sun avoidance tendencies. I take 2000iu if D3 daily in pill form. I find that my depressive type moods tend to be highly correlated to when I've forgotten to take my D3 for days or weeks at a time. Usually its because I've run out and forget to pick some up. I don't notice for a while, then a week or two later I realize I've been sinking into a funky mood and make a priority to pick more up. Usually I perk back up after a day ir two.
The caveat being it's hard to tell if I'm already coming out of a funk and that's why I can run errands again like going to the store, or if just doing things 'to take care of myself' are triggering the upswing. But I still try not to run out of D3 especially in the winter.
Also know that you can overdose on vitamin D, so it's best to take in the morning rather than night. The body naturally stops production as you reach certain levels so you're not likely to get too much, even if you spend all day in the sun.
Try these things. It really helps, especially once you're used to some exercise. Now I still have anxiety and low stress resistance, but I can act and get stuff accomplished. Also, people say getting a cat or dog is a big help too (I haven't tried it).
Anhedonia - lack of ability to feel pleasure - in my case comes largely from the habit of suppressing emotions. I'm working on it.
Also, I practice meditation (for stress, memory and concentration), 1-2x a day for 15 minutes. I'm not sure how much it helps, but I'll take every help I can get NOT to fall into this black pit again.