It is said that "depression" is anger turned inwards. Something weighs on your shoulders, and you might even know what it is (job, bills, a traumatic experience), but the struggle comes from knowing how to move from under that weight.
While there are medical causes for depression, there are also ways we can help ourselves with it, as it's something that worms into our spirit -- that which makes us happy and at peace. By examining things such as self-talk, beliefs about the world/people/current situations, we can learn how we're often at the root of the vicious cycle. This doesn't mean someone is "at fault" or "to blame" -- only that we are responsible for our own feelings.
Living at the mercy of someone else's definition of happiness is often the root of the frustrations someone feels. At the heart, we're angry with ourselves for not living our own truth and following our own true paths; this is where depression often begins because the anger is something inside -- inward. Understanding this is the first and biggest step towards self-help for depression.
However, it's addressing what creates the frustrations that will create the best path; all answers for how this is done do lie within. Inwardly. If someone is depressed -- angry -- then it means there is a personal truth and path that's been overlooked, likely for a long, long time. By going inward with heart, mind, body and spirit open to the inner light we carry, it casts away the leaden blackness and allows us to see new resources leading to increasing self-help with depression.
It starts by examining the language running in our head, the way we think about things and what they mean, we can discover what is our own personal truth, what belongs to someone else, what perhaps once fit -- but no longer does -- and is time to erase from our way of thinking, we can create new definitions for ourselves and begin to live by our own standards and ideals. Some of them may come from other people and sources -- but it's up to each of us to decide what does/doesn't fit fully. Doing this will allow someone to drop the unnecessary weight pressing down on our shoulders, to lighten what he or she carries, and thereby help themselves eradicate the inward anger and begin living a life turned outwards and forwards, face to the sun and life, thereby finding healing for the mind, body and spirit. This is the best kind of self-help for depression.
When this is fully done, frustrations vanish and a new vision is gained for seeing things with that new light. How is this done? By asking that exact question. Begin asking open-ended questions beginning with "How could I", "What could I", "Where could I" and stepping into a brainstorm of ideas for new resources. Acknowledge all that comes up, even if it sounds like it might not fit. You never know what you will find.