Sis Zee87 - so happy that you are first acknowledging there is a problem, you are seeking help professionally and reaching out even here in a forum, and you appreciate the life around you (that's a good sign!). You'll get through this sis and I'm cheering for you!
There is a ton of great advice here for everyone and frankly, there is no harm in doing any one or all of these: exercising, changing your routine, talking to your friends/finding a person to talk to, going through self-help, seeking physiotherapy and other forms of coping tools or alternative medicine, going to a doctor, taking medication, watching videos. All that advice is good for EVERYONE, even for those who are not suffering any symptom of depression. So if it's good for everyone, it definitely is good for someone depressed. Will it work? Maybe one will, maybe a combination will, maybe none of them will. Not all situations are the same - what works for one, may not work for someone else, so explore all options and find one that works for you and you are comfortable with. If you end up choosing to take medications because it is what helps you cope, by all means do so, do not feel bad or feel judged because some have said it is not their recommended route. Don't minimize your needs, we are all different and need different tools to cope.
If I want to argue that medication is bad for you, I can find a ton of resources online, legitimate and respected, to support my argument. In reverse, there is also a ton of resources online that I can link to, legitimate and respected, that supports an argument that medications do work and are not harmful to you. There is no one definite course of action to treat depression-- it all depends on YOU, the root cause/your situation, condition, coping tools available to you, environment and support system. And sis @glamorosa_09 has pointed this out in a nice way - some chairs are built differently, are at different stages of wear and tear, and are in different environmental conditions (a brand new chair in dry climate becomes brittle fast, while a brand new chair in humid climate can survive longer). You get the drift = )
I think the first step, which you are already doing (and has already been said here), is to try to figure out the root cause of your depressive symptoms. Going to a doctor is always a good idea. A doctor will help you identify a problem, but will not decide for you/impose on you. If you don't agree with a course of treatment or don't like the doctor's analysis of you, then you can always switch doctors. Medicine is both an art and science: science - the knowledge of medicine through studies, art - the bedside manners and how to understand and really work with a patient. It's not a catchall, that's also why there are specialists. Your doctor was looking at your vitals and diagnostics, to eliminate possible causes of depression. If your results are normal, then your doctor has eliminated some known causes and will likely consider another possible cause for it.
Here's an interesting and practical read on depression from the NY Times, why it's not just a 'feeling' and how to treat/not treat it:
https://nyti.ms/2DzdyygIn brief: the patient is a psychiatrist herself. She had a sudden onset of depression which she could not explain. After seeking professional help and going on different medications within a year, she was able to survive (meds help you survive) but not treat the root cause. So doctors had to dig deeper to determine what's wrong until they found out she had ovarian cancer.
"Patients with cancer are up to three times as likely to have depression as those without cancer, it's not simply that having cancer is depressing. It is that some cancers - perhaps most of them - can trigger the body to release chemicals that signal the brain to develop depressive symptoms." Now if you don't see a doctor, how would you know that your depression is externally caused or a malfunction within your body? The medication did not work for her but helped her cope.
In other cases, if your body is not able to absorb or receive essential vitamins like B12, Vitamin D, etc, it can also go on a depressive state - again in those cases the cause may be internal malfunctioning or just overall vitamin deficiency. Exercise is always a good idea (when was exercise a bad thing?), but if your body is malfunctioning and not able to process the chemical (serotonin) that exercise produces, then you will still feel depressed. Hence the importance of really finding the root cause and why going to a doctor is never a bad idea either. Don't discount advancements in medical science, take them just as you would take practical advice.
Wall of text again from me, but I think it's really important to understand that you should find the root cause and use all tools at your disposal to do so. Doctors are your friend, not enemy.
I hope you feel better soon sis, and you find the cause to treat, and the tools to cope =) I am sure the forums will be a good anonymous place to vent or help you in your journey, without anyone passing judgement on you. <3 <3 <3