I've looked into this deeply. Sometimes, even "exposing yourself" or attempting to socialize and raise your self esteem isn't enough. Working out, getting a job, and talking certainly are many ways that instinctively change your mindset, or the way you look at situations. Having friends or responsibilities gives you confidence because you start to value yourself- the key problem with depression. But sometimes its not that easy, sometimes those things still don't change how you think.
Depression boils down to, at it's most basic level, a way of looking at life in general. You either look at life's challenges as a test evaluating your skills, or you look at life's challenges as an opportunity to grow and better yourself. Respectively, people have a fixed mindset or a growth mindset. 99.999% of the time, people that have depression a have a fixed mindset. They view every loss or every problem in life as an example of them being a failure. The goal is for you to change this. You need to view your losses, your problems, your failed goals, as opportunities to grow. You need to love these failures because they are fantastic opportunities that you can and will learn from if you only can change your mindset.
The first step to getting better is believing you can get better. In the book, Mindset, Dweck (the author) explains how to start talking back to your fixed mindset. The fixed mindset says, “What if you fail? You’ll be a failure.” The growth mindset replies, “Most successful people had failures along the way.”
So, in short, the absolute best way you need to follow for fixing your depression is changing how you look at failures. Its absolutely possible to change, you just have a habit of being in a fixed mindset. Every time you think "I can't" or "I'm not", re arrange your thoughts to try and find a new solution. Constantly look for unique and positive ways to learn and grow from life's problems. This is the most important part. Instead of just avoiding the stuff that bugs you, start making plans to fix them. Change those negatives into positives, think "I will". Do not look at what I'm saying as another inspirational concept that everyone throws around when depression is involved. This is your homework, kick depression in the ass and learn to love the failures in life!