Depression is a complex issue, but sometimes there are simple answers when something like Vitamin D levels are markedly low so that’s a great idea to get checked out. I love the suggestions above of exercise (proven to work as well as some anti-depressants if done regularly), as well as a simple, whole foods diet with adequate water (usually helps headaches) as good starting points!
Journalling your symptoms and their severity can often illuminate the days you are feeling better or worse, which can then offer a good starting place for change if it is less than clear what is at the root. Along with all of these biological aids, you may consider counseling if your depression seems to be based on deeper issues of self-worth, value, meaning, and the like.