Try to pay attention and notice when things happen in your day-to-day life that make you feel depressed.
You'll know it when one of those things occurs because there will be a little, almost imperceptible twinge, a momentary prick of sadness or hurt that immediately follows an occurrence of whatever adds to your feelings of being depressed.
When you do notice one, take note of it and of what triggered it.
If it was something someone did or said, then tell whoever caused it that this is the sort of thing you're trying to avoid because it tends to make you feel bad.
Let them know you're really trying to turn yourself around and feel better about life at present.
You'll find you will experience a sense of relief and relaxation from simply allowing yourself to be honest about your feelings with people.
Or, if you notice the feelings come on while watching a TV program or listening to certain songs on the radio, stop (or at least limit) watching or listening to those programs or songs.
I am not saying you have to cut them out entirely or forever, but drastically limiting how often you do watch or listen will have a profound positive effect, lessening your feelings of depression.
For example, some people only watch certain programs, movies, or listen to some songs when they know they are feeling good enough that the "feel bad" feeling the program or song will produce in them won't be enough to drop them back into a state of depression.
In other words, they only listen or watch when they are sure they can "handle" the effects...
because they have already taken the time to learn what triggers their feelings of depression and have taken steps to lessen the occurrences of those triggers in their life.