How old are you? In school?
I've never had much of a reason to really be depressed but I can remember times not too long ago where I would just feel sick inside. I've sat in the dark crying for really not much of a reason. The worse part of it all was me feeling sorry for yourself, theres nothing worse than that. It usually wasn't even anything in particular, but I wouldn't doubt it being caused by me being a complete loner.
I think some of it had to do with me not being sure what direction I was headed in school. I was just kind of going but in the back of my mind I knew that I wasn't going to make a success of it, but now that I've changed my major thats no longer a problem.
The "get better" advice is good. Use your mood as motivation in working out. If you feel good about your body that can take you a long way. And you don't need to go to a gym if you'd rather go it alone(though I guess that could be part of the problem?). Me being a loner I never went out to work out, do it at home if thats what you prefer.
2. eat healthy
3. find spiritual health
These three will definitely do a lot for you