You've started to grasp the horrors of life, and are dwelling on it. It may be a specific reason causing the depression; it might be a mixture of things; it might be your environment; it might be some deeply held anxiety about the meaning of your own life or worry about not having any direction. But I believe the common thread between all these potential causes of your depression is your response to it. Whatever the issue is, it has been internalised and dwelt on in your own mind. But advice on how to move forward? To push it to your unconscious and not think about it is of course a coping mechanism, to carry on with a brave face regardless. But in the long run I think repression of issues just solidify them; they eat away at you, and may cause a relapse into a deeper depression later on. So what am I therefore saying you should do instead, you should simply concentrate on the issues internally and continue in depression? No, I believe the way to overcome depression is to have an outlet for your issues. You've asked about dealing with depression on your own, but in my view to share the weight of your burden with a councillor or friend is a vital step in the right direction. The realisation that you are not alone with these thoughts, and that everybody will experience them at some point, does help. The world is full of people putting on a brave mask, but many people lie awake at night when they're left alone with their thoughts. I think it's always better to be open with issues like this, especially to talk to someone neutral like a councillor. But to answer your question, these are some points I've personally come to realise about dealing with depression on my own: an outlet This might be cliché, but in my view having some kind of creative outlet is key. Through writing, drawing, creating music, or any other creative action, you are capturing your current emotions, and even in an unconscious way analysing them. To write something down on a page is therapeutic because it's a way of releasing pressure- your train of thought is held in time physically, so you can come back to it in the future to reflect, instead of issues just bouncing around in your head. But the main point is that you are not necessarily creating something to show to others; that comes with time. The first step is writing or drawing or creating for yourself. A diary for example is proactive because it's a step towards really knowing yourself- the ability to look over your thoughts with fresh eyes a week after writing them down is positive. Many people deal with depression with negative outlets. Self harm, drug abuse, these all displace issues someone may feel, but in reality they become a negative cycle which make things much worse. Actions like these are not dealing with the problem, but are feeding them. When in one of these negative spirals it gets harder and harder to successfully deal with depression on your own, and I think at that point, confiding in someone else is a necessity.

Apologies for the wall of text and ramblings, these are obviously just my own views on the subject.

tl;dr: having a creative outlet can stop issues building up into depression, but if things are too much to personally deal with, speaking to someone is key. Realise your negative thoughts have probably echoed through many minds; discussions about mental health need to be more open in our society.