Exercising doesn't need to be expensive. In fact in has the potential to be completely free. I don't know what you do on a daily basis. If you work, go to school, any type of activity outside your home, but if you do, then you can walk to whatever it is, if it's very far, you can walk parts of the way. It also seems like you have several other means to do exercise.

I know the difficulty depression brings into the equation. You shouldn't feel lazy because of this. I'm sure it won't be easy, but I think it will make you feel good. Don't be too obsessed with weight loss. It might not happen straight away. Besides, muscle weighs more than fat.