I've had chronic depression since I was in 3rd grade - apx 20 years. Couch that with low self esteem and Asperger's/autism, and I'm a big ball of mental mess. Needless to say I've had to learn to cope with the whole lot of it.
Firstly, avoid 'toxic' people - people who always tend to bring you down by making you feel like crap, tell you your decisions are bad, etc etc. These people are emotionally abusive, even if unintentionally. They are hurting you and hurting your ability to heal. It doesn't matter if they are your family or friends. They don't need to be in your life.
Secondly, find something that you enjoy doing. I, personally, enjoy colouring. I tend towards mandalas, as they let me zone out. It doesn't necessarily have to be something that you're good at, just something you enjoy, that is healthy. It will release natural (not drug/medication) induced dopomine and seritonine.
Lastly, don't forget to get sunlight and spend time with your friends. I know how much the urge to stay cooped in your room is when you're depressed. It's hard to be around friends when you're depressed - especially if they don't understand what it's like. You have to force yourself to not act depressed for their sake, which is tiring, but sometimes you have to force yourself out of your room. You'll find that being around friends will actually make you feel better (they ARE your friends for a reason, after all) and don't forget that the sun gives vitamins that help with depression (which is why seasonal depression exists!)