Hi Jeff,
I agree with walks. Competitive sport is not the answer with depression. Depression slows your thinking, gives you feelings of low self esteem, and drags you down.
First stop is the doctor, and ask what is available for you, meds and/or therapy etc.
With the exercise I would recommend some non-competitive activity. I use a mountain bike, and that works pretty well for me. Also I would recommend some alternative therapies, maybe some meditation, relaxation etc.
The big secret is to be calm with yourself, and learn to let the negativity pass over you. It can be done, and if you're young there is every chance of recovery.
Good luck, M
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