[header] How to get out of a depression [title] Talk to a therapist. [step] A therapist will be able to help you work through the issues you are going through at this current time. A therapist can also help educate you about your depression, which is an important component and has been shown to reduce depression. 
[substeps] If you don't like the idea of traditional therapy, look into unique variations of it. Animal, art, drama/psychodrama, and music therapy all work by combining the talk-based therapy of a counselor with an activity-based approach to help you overcome your depression.