Everyone's depression is their own, and what works for one may not work for another. And, what
doesn't work for one may yet work for another.
So the specific things that worked (and didn't work) for me may be different for you. Be open minded and critical, and don't be surprised if you have to try a few things.
That said, the first thing that helped was the validation that came from talking to someone that, in my mind at least, had some broad knowledge of the subject, and knew enough to listen critically, to see whether I was in immediate crisis (I was).
The two things we tried first are often the two "go to's", an anti depressant (citalopram, an SSRI) and cognitive behavioral therapy (CBT).
https://en.m.wikipedia.org/wiki/Selective_serotonin_reuptake...
https://en.m.wikipedia.org/wiki/Cognitive_behavioral_therapy
Different categories of anti depressants work through different mechanisms. I got lucky, my ssri began to work almost immediately; usually it takes a couple weeks to see any effect, if any, good or bad.
I didn't fare well with CBT, I think because I'm too cynical, and I could "see the magic trick" that I was trying to play on myself. Which is the wrong way to think of it, but I couldn't help it. So I stopped that. But it has helped lots of people.
I'm not saying these two things are what will help you. But you asked.
The doc also suggested vitamins D, which I still take, and B something, which I stopped because it makes my pee smell really bad.
He also prescribed an anti anxiety drug for the immediate crisis, which I filled but never used.
And we discussed immediate crisis resources like 911.
My remedies are almost not important. The main thing was that I got validation (lots of self doubt when you're depressed), and the relief and hope that comes from taking action.