Depression can be a result of one major event but often it is an accumulation of a series of unresolved small matters.  Tackle each matter you have some control of, step by step, and usually your depression will lift.  It might take awhile, hours, days and sometimes a few weeks.

Somehow you need to examine your life and see what is on the surface, see what is bothering you.  It is often an accumulation of many small things.  Each small matter that you can exert some or more control of the sooner your depression will lift.

In this state it is usually a good idea to baby yourself a bit.  Start doing things that usually give you pleasure.  In the beginning it may be hard to remember the things you did in the past that always gave you pleasure but start somehow.

Just be patient, your depression will probably lift given enough time.  Just start.  Obtain solace from the fact depressions usually are temporary:  they will lift but you have to exert the power or control in your life you can.  It just takes time and effort.

And remember in the beginning, it will take greater effort:  an object at rest to get going will take greater energy and once you get moving it will take less and less extra energy to keep going.  So be patient in the beginning with your inertia (your state of depression).  It will get easier and easier as your depression eases but you have to make a greater effort in the beginning.

And by no means am I am saying to forgo professional help if you need it.  It may mean being put on an anti-depressant to buy time while you learn better coping mechanisms.  There is never shame in seeking the help of a doctor or counseling or both if you can not come out of your depression by yourself.  You do not have to do it alone.