I didn't do anything before I saw a doctor, you could try seeing a therapist if you don't want to take medications but it's better to find one covered under your insurance

I was in therapy for quite a long time before resorting to medication, and I've always made sure I had at least one safe, supportive person to go to outside of that. Have you talked to anyone you care about, let them in?

Building off of ^ - a family member or a v close friend?

I dealt with my depression for close to 16 years before I sought help because I was ashamed and scared of what I would learn about myself, but the day I asked for help and went to therapy it felt like such a weight was lifted because I wasn't alone anymore and thankfully I found a medication that helps. My point being is that the hardest step for depression is the first one, but after it's all out in the open and you have a good safety net it does get better.