OP i have been there, let me give you some advice and forgive me for my bad english.
- If your have a chemical depression (your brain dont produce enouth dopamine) Stick to the meds, if you have a depression driven by nihilism i can give you a hand.
1) Yes, the world dont have any sense, meaning or purpose.
2) If the world dont have those kind of quality then you cant change that. You have to change yourself.
3) you want the world to be' something It isnt , you want something that doesnt exist. The problem is within you, not in within the world.
4) Nihilism is not the end, It s the starting point.
5) If Life have no meaning then Life is pure experience. But you Will Say to me: if my experience of Life is full of suffering, loneliness why should i live?
6) that is the starting point. You have to learn how to change that. And i dont mean that you have to go to the Gym, make Friends find a girl ... That help but is not the point.
7) You have to change your attitude. You Need to recognize that your mental attitude is wrong , that it is the product of a schyzofrenic society.
8) you Need to elevate your sensibility, look at the world beauty with new eyes, live the present without judging , stop desiring things, learn how to contemplate your existence for what It is.
9)Your are alive, soon you Will die. Experience life for what It is, a beautifull Movie you can Watch, a beautifull and magical videogame that you can play.
10) Start focusing on the Little things , dont loose yourself in thoughts.
11) One last thing, your ego is not a stabile things. There are techniques that Can give you mystical ego-loss experience. They are what religion is at his core. Seek for them when you are ready.
- If you find this hard to do in practice i suggest you meditation. And Remember this is the only fight you have to fight if u want a illusion free authentic Life.