You've not specified your depression, so I will just say a general explanation.
Anyway, how to fix depression depends a lot on the person itself, but there are options that are easy and options that are hard.
The hard way would be to find a therapist and through them go over everything that is making you depressed. I say that it's the hardest because then you need doctors and whatnot declaring you depressed and all that shit.
The easy way would be for you yourself to do the therapy session. Imagine yourself being beside a therapist, then you let that imaginative therapist posit questions about you and your life. That way you go through your memories, and like a book, your memories begin with your childhood as you progress and figure out how and why you made the decisions that you did. Once you do that you will have a better understanding of yourself without having to go to the doctors or pay a therapist.
Whichever choice you chose is up to you, but let me give you a warning and some advice.
What they call medical depression, is not an actual illness or disease. It is an innate biological mental safety mechanism our bodies have been born with. It is there for a reason, and the reason is to tell us that something is wrong in our current life. It tells us that something has to change, whether that be yourself or your surroundings. The most likely option is both.
That was the warning and here is the advice.
Most depressions are caused externally, but the most common internal one is a failed daily rhythm and an unhealthy body. Therefore, the best way to fix that is by regular exercise. The daily rhythm of anything keeps you grounded in the here and now, and not the past or the future, where your thoughts run rogue and therefore cause depression. The exercises also keep your body healthy as the stress forced upon your body gives your mind far less time to wonder about resulting in a better state of mind. Plus it rebalances your body's chemicals that you need for an optimal life.
Now if your depression is something external, I can't help you with that as you need to fix it yourself, but with the advice given, you will have an excellent foundation [after you have at least stuck with the daily rhythm and exercise for a month or more] to address the external problem.
With that said, I wish you good luck.
PS; Don't take any pills prescribed to you. A depression pill is but a cloth put over a bullet wound. Yes, it will stop a momentary blood loss, but it will not help with the bullet inside you. Only after the bullet is out and everything is stitched back into place, does the actual healing start.
PSS; Never underestimate the potential of the human body and what it is capable of if the Mind behind it is strong enough.