If you think you are suffering from depression the first thing to do is find a clued-up general practitioner. I say clued-up as there is a small minority of GPs who think that depression is "all in the mind" or that mental illness is not their problem and they shouldn't have to treat it. Luckily, these are few and far between.
The doc will ask you some questions and if he or she thinks you are ill will prescribe an antidpressant.
If the doc tells you not to drink, take drugs or take AAS while on the antidepressants, pay attention and do as the doc says.
Antidepressants take a while to work. It will be a minimum of about 10 days, probably longer, before you notice a beneficial effect. After that, I would suggest finding a therapist, possibly the cognitive or cognitive-behavioural kind, as suffering from depression for a long time, like most people have ebfore seeking treatment, tends to lead to thought processes and ways of perceiving the world that lead to being miserable, hating oneself. The pills make it possible to change things, they don't change things byt themsevles.
Think of the pills as like a bridge. You have to drive the truck across. But without the bridge, big problem.
The pills are likely to have side effects for the fiurst few days. These include possible feeling nauseous or off your food, constipation etc. If the sides have not disappeared with a week then you need to go back to your doc and get a different med. Some meds just don't agree with some people or cause a reaction, and there are almost 30 antidepressant medications out there.
Good luck.