Absolutely agree with everything Dae said. Especially with mild depression, I think going to the gym, get more sleep, eat better, more daylight etc. are very effective and even enough to not require any other form of treatment. It might take a few weeks to kick in, but trust me, it's highly likely that exercise will make you feel better.

You have to try a lot of different things. Explore different things and see what you like. You should concentrate on building life skills and stacking those skills on top of one another and employ them concurrently. That's how you win at life.. Life isn't about finding yourself, life is about creating yourself.