Depression has 3 primary causes - Cognitive problems, Somantic Problems and Environmental Problems. But essentially its the relationship between then which is the big deal.
Somantic issues - chemical imbalances ~ not enough serotonin in the amygdala etc ~ are very rare so unless you have no other reaosn for depression get this checked out.
Cognitive issues is a big one, hence the effectiveness of cognitive behavioral therapy. Anyway very briefly, Beck sites the cognitive triad as a cause for cognitive problems leading to depression. Essentially it should be recognized that it is unusual compared to the population to feel bad about yourself, the future, or the world.
Environmental issues are actual things that would cause you to be depressed. Arguably, evolutionary psychology notes that we don't have anything that we need to worry about for our survival so we worry about seemingly irrelevant things.
As I said before, the best treatment for depression is Cogntive Behavioural Therapy (CBT)
Cognitive behavioral therapy - Wikipedia, the free encyclopedia. Essentially the goal of CBT is to help people recognize that their thoughts are wrong. Because a lot of depression has to do with overwhelming anxiety its also good to learn relaxation/ breathing techniques.
Acceptance theory is also a great step and should be used as part of a CBT program. Basically you want:
1. recognize - that how you're thinking is wrong
2. Understand - why you're thinking is wrong
3. Accept - accept who you are as a person
Now, obviously this is just an outline. If anyone has any specific problems or just wants to discuss it more or something, I love to talk about psychology, feel free to PM me. O
Oh and I overlooked the very basics: Do not bottle it up, make sure you voice concerns you are having about yourself