Depression and many other mental health issues (including anxiety and OCD) are actually responses to a lack of control - or to be exact a perceived lack of control. As humans we need to have control or more precisely at least believe we have control over our lives in some way, otherwise we have no hope, and without hope we are pretty much finished. What most people never realise is that this control is very much a perspective.
A good place to start is to take a page and fold it in half. Write down anything that is bothering you and then write down an alternative way at looking at it. If you spend a little more time repeatedly looking and thinking about the positive alternative you have just come up with you will start to see that there are options in life in any situation - not always regarding what you can do but ALWAYS regrading what you can feel. And with options comes control...
To enjoy good health, to bring true happiness to one's family, to bring peace to all, one must first discipline and control one's own mind. If a man can control his mind he can find the way to Enlightenment, and all wisdom and virtue will naturally come to him."