I am not an expert in the field, but if I felt depressed and ill, I would try to gather information and write a list of possible reasons. I would look into health as well as life in general. I would ask close friends what they have noticed. Much like looking into system logs. I would then look for immideate solutions for the smaller obvious fixable issues and then seek help for solutions to try and change long term issues and maybe a plan for meeting personal goals.
I see some potential errors in this approach :
1) if you are not a psychologist,you will not be able to understand the reason or find a cure by yourself
2) if you ask to your friends you may or not may find the right person that will address you to the right road. Not everyone accept to trust in a psycho when there is a psychological problem.
3) you can't look inside the system log : your mind is not like FreeBSD ; it is much more complicated. And most important : unless you are a psycho,you will not understand where to look to find the errors.
4) for the psychological problems there could be no immediate solutions. Most of the time the solution could be in a long term
5) to look for help,it's ok. But who do you think can help you ? You can't cure your body by yourself. This is even more valid for the psychological problems when they are acute.
6) for serious mental problems,you will soon understand that you have to plan most of your life from scratch.