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Note: This is based off the way I have learned to overcome depression, it may not work for everyone and it is not instant. As with every major challenge, it takes time.

I have been depressed 3 times in the past years due to deaths of loved ones and the girl of my dreams turning her back. I have pulled myself out, by myself all 3 times. The first time was the hardest, but it is possible!

Depression affects millions of people worldwide, and it is hard to overcome it. You feel trapped, hopeless, helpless, and you can't seem to find a way out. If you do the following it may help.

1. First, you must admit you are depressed. Nothing will change if you deny how you feel.

2. Find out the core reason you are depressed. This may take time, as some people are just depressed for a deeper reason. The following are 4 common reasons that I have seen.
a) Did someone you know die recently?
b) Break up?
c) Family stress?
d) Feel stuck in life?

3. Find out what your role in the situation was.

4. Accept what happened. If you can accept the fact that the situation happened, and that it cannot be changed. You are able to move on.
This is probably the hardest part, I say this from personal experience.

5. Plan. Plan for what you want to do in life now. You lost yourself in depression, but now you have another chance. Don't blow it. Find out what YOU want, and go for it.

TIPS
1. Talk to friends/family! They are by far the best support you can ask for, and will remain that way through thick and thin.
2. Remain occupied. The more busy you are, the less time you have to dwell on the past.
3. Support Forums. We are here for you as well, and we are free.

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Moderator Note:

Straightforward and simple, it will work.
I've used things along these lines before. It works for me.