I would just take it slow, I would tell her about your problems with previous relationships. The problem is sometimes you have the right person in front of you and we are too afraid to go for it, due to our past relationships because we believe the past will repeat itself, but if you don't try then you will never know what could have been.
I know you are suffering from depression, but maybe she will be the one that understands and helps you cope with it. Depression will last a lifetime but when you have someone who loves you and is there for you, you are not fighting the battle alone anymore.