A lot of people mistake depression with sadness. If I'm sad, playing video games, watching movie, just doing what I love will make me happy again. But when people are depressed and I mean really depressed, then all those things that makes you happy wont! All you can do is sleep, rest, eat healthy, drink water, try to move more and find new hobby and maybe slowly you will recover.
Depression is something really hard to recover from, because you see everything in one color, not in 2,3,4,5,9999+
Hope that helps.