I also SUFFERED with depression. My family and friends were understanding of my sad feelings for a while but when that while turned into months and the months turned into years their understanding faded and disappeared. I cried privately nearly every day for almost 1 year. I was spiraling out of control and couldn't get out of the hole of sorrow I had dug for myself. When I finally got tired of being sad, I was too sad to snap out of it myself. I knew I needed professional help.
No one know how bad things were for me and no one knew I was in counseling. The first two counselors I went to were not a good match. One I went to for one session and the other for two. The first one offended me. To her credit she was being honest and blunt but in my fragile state I couldn't handle that kind of bluntness about family history of mental illness and the connection between what I was headed for if I couldn't get a grip. Even though her words were honest, I really couldn't handle what she was saying to me and never returned for another session. The second round of unsuccessful counseling was with my pastor at the time. His approach was similar to the first counselor but not quite as cold. I got a distinct feeling that he just didn't understand what I was struggling with.
I finally found a nurse counseling practioner. We had about 8-10 sessions which ended earlier than I wanted them too but I was indeed in a much better place mentally. She became like a paid friend who listened to me vent and gave me sound words of wisdom.
The other thing I did which really helped turn things around and get my brain chemistry back on track (depression really throws the brain off) was exercise. I would do a simple 10-15 minute routine every morning and once every evening. That routine would include running in place, jumping jacks, jumping with a rope, touching my toes, stretching, sit ups, pull ups, and push ups. I also begin to cut out sugary foods and cakes and pies and chocolates, and candies. Eating better helps too. Give yourself time to heal from whatever has wounded you inside.
I think the most important thing in this process is to realize that it is a process. Be honest with yourself and give yourself time to heal.