I was depressed for a while. It was a mixture of growing up, people at high school, 'friends' fucking me around, girls fucking me around, crushes, and my inability to be myself around anyone.
Then I got over it, then I got depressed again due to an ex, and me being the biggest stressball in the world.
When I got sick last year, and found out that it may have been due to stress, that was kind of a wake up call. So, just like that, I decided to stop stressing so damn much, and stop being as negative about shit. It worked. I'm happier, I'm healthy, and I love what I do, and where I'm going.
Seriously, just take a step back and stop focusing on the negatives. When Paul Heyman was running ECW he had a strategy - excentuate the positives, hide about the negatives. I'm not saying hide what you don't like in your life, just stop worrying and stressing about it. You can't change it. If you can, go ahead. If you can't, get over it, and stop worrying. What do you like about your life? Well, focus on that. If there's a hobby you have, or a person you love, or something you've always wanted to do that you can do, then focus on that. That way you're doing something positive, and you're happier.
The biggest hurdle is accepting that you can't change some things, and getting over them. You may think you're over them, but if you keep thinking about them, fantasising about how good it would be to change that thing, then you're not over it. Once you accept that you can't change it and move on, you'll be fine.
I've been fortunate (or unfortunate) enough, depending on how you look at it, to be a magnet for those who are depressed. The stories don't change. They don't want to be here. They hate their lives. Everything is fucked up. There's something about a partner, and something about a family member that screws with their head. Someone cheated, died, or is just being a fuckhead. They either hate their job with a passion, or they don't have one at all and are broke. When you're in that situation, its very hard to take a step back and look at it from a different angle, but thats what you need to do. Change what you can, accept what you cannot. Easier said than done, sure, but its the truth.