What most naturally follows?

How to get out of a depression
Talk to a therapist.
A therapist will be able to help you work through the issues you are going through at this current time. A therapist can also help educate you about your depression, which is an important component and has been shown to reduce depression.
If you don't like the idea of traditional therapy, look into unique variations of it. Animal, art, drama/psychodrama, and music therapy all work by combining the talk-based therapy of a counselor with an activity-based approach to help you overcome your depression.