Where are you located?

https://www.allstays.com/c/wal-mart-locations.htm

Wal Mart lets you overnight camp in their parking lots if you have a vehicle.

Save up some money and get a sleeper van on Craigslist. Hell, there are people with houses that want to get rid of them and just live van life. You can be very comfortable doing this while you save for more permanent housing.

Park in a corner of the lot at work. Use your discount to get a portable grill, power banks, anything you need for basic comfort.

Take the advise of another poster here and get a gym membership. Shower and work out there (will help with the depression).

Does the job offer benefits? If so, get a general doctor and go see them to start treatment of your mental illness. If not, go to healthcare.gov and start the application process. If you are uninsured you might be able to get a special enrollment period.

The "good" thing is since you've been surviving on nothing, you can save most/all of your checks and use it to make some larger purchases (vehicle) to improve your life. Then just keep working, getting your checks and adding to the things that you need. If you save $500 out of each check, that leaves you with $230 left over. In 2 months you'd have $2000 and can get a used vehicle you can build on.

Be patient, be thoughtful with your spending and you will be fine. Most people have too much shit and want to get rid of it. You get to start with a clean slate and only get what you need. I bet you will be very satisfied with your situation very soon.

Good luck to you!