Listen to your thoughts and feeling but don't let them take over your life.
Having suffered with depression for a few years I can honestly say that the best remedy is to find something to focus on. If you find yourself isolated with no distractions, thoughts and feelings can become overwhelming. That isn't to say that you 'shouldn't listen to them' so much as 'you should, but you shouldn't let them take over you life'.
I actually started this site with the idea that getting a photography blog up and running was a big job and required a lot of hours. I went on shoots weekly or bi-weekly and when I wasn't doing that I was developing the look of my site. The project got me through the whole ordeal and now I have something that - though still a work in progress - I can be proud of and continues to grow,
Dealing with depression yourself
Photography isn't the answer for everyone. Find where your passion lies and throw yourself into it. Personally, I found it very difficult to get out and talk to people so having something I was passionate about helped for a number of reasons:
1. Planning trips out with friends that wanted to do photography meant I have some good one-to-one time with friends over the weekend. Weekends can be tough and it's easy to crash when you're on you own.
2. As your collection of work builds you will start to learn about yourself and what motivates you. At some point in my journey I realised that portraiture got me really excited and I started planning shoots more frequently.
3. Sometimes finding the words to express yourself is not easy and photography can be a really good way to express yourself without the requirement for words.
4. Whatever you passion is, once you have something you are happy with you can have friends and family over to display your work. You'll always have something to talk about as no one knows your work better than you.
Closing thoughts
Pop over to Future Shoot and have a read of the experiences of others suffering with depression and picking up photography as a means of expression.