Go...quickly. Don't feel like your problem is isolated or that you are the only dealing with something such as depression.
Depression is a bitch, but it's even worse when you try to deal with it alone. Yes, mindless activities, exercise, getting involved with a noteworthy cause/volunteering are all things you can do to help - but nothing takes the place of sitting down with an impartial, credentialed individual and letting them know how you feel.
Notice I didn't mention anything about medication - many of them can cause suicidal ideation and manifest new (or exaggerate old) symptoms of depression. Running to your primary care physician, they will try and push drugs on you, which is why I'd recommend first starting off with a counselor. Even if it is a counselor connected to a church in order to receive reduced/low-budget counseling. Also try local universities, as they may also have services offered on a sliding scale from doctoral-level students.
So many people have dealt with it, and so many people have come through it too. Hope I've helped.
