It's not an easy thing to deal with depression, I know as I have suffered with it in the past, I had a nervous breakdown many moons ago when I was raped at university, but you can beat it or at least manage your symptoms
The key things as said are DON'T drink, smoke. Exercise as much as you can as your brain releases feel good hormones, the psychological effect from exercising on a regular basis is amazing. Eat items that contain higher amounts of selenium which is renowned for helping with depression - so this means lots of fish/seafood.
Get out the house as much as you can, even if you just go for a walk. Join a club, go to college to do evening course, something where you'll make new friends. Try doing charity work, doing something for someone other than yourself will help you feel better about yourself.
Make a journal, right down random thoughts, anything. Writing things down will help you get perspective, when you look back on things you'll wonder why you were so silly and things'll seem clearer.
Hope it helps.