It depends a lot where the depression is coming from. Negative self talk and unhelpful core beliefs can be helped with therapy, and if there’s past trauma then I’d imagine talking therapy is more or less essential to move forward.
If depression is resulting from grief or other sense of loss I think you need to go through the feelings, face them and name them and give them space and cry a lot and let your natural healing processes do their job.
If the depression is coming from an unhealthy relationship or something like that then obviously leaving that situation is the most important thing, trying to cope with it will likely intensify the sense of powerlessness and make everything worse.
For general low mood it seems important to sort out the basics like consistent sleep schedule and generally good sleep hygiene, no or very little alcohol, eat ‘real’ food as much as possible, get outside every day, exercise, have a routine including checking in with other people daily, keep a tidy living space.
Usually low stakes socialising with gently happy people helps. Being outside, especially if it’s sunny. Small interactions with strangers can make the world in general seem a bit less scary. Mindfulness to stop looping thoughts and to practice gratitude and noticing positives.
I think a lot of depression comes with a sense of disconnection, I don’t matter, I’m not good enough. Sometimes helping others can give a sense of self worth. But other times the depression results from not having our own needs met for too long, and then I’m not sure even more focus on other people would be beneficial. Maybe reframed as impact and something to have pride in.
In the short term I’ve been able to get out of acute anxious / depressive episodes by just sort of deciding to, and I can manage symptoms by playing little tricks on myself like just do one easy thing to get myself into doing some work or let’s imagine the nicest thing this person could possibly think about me if I have to go into a meeting or social situation that feels difficult. I suppose it’s all a form of masking. Can be useful to break out of a really bad spell but mostly not a long term fix.