Start with fitness, its proven to help with depression, starting out it can cost you little and there's hundreds of ways you can keep yourself active and fit i.e. weightlifting, yoga, sports, walking
Focus on just keeping up a regular exercise schedule rather then doing it perfectly.
It leads into a lot of things too like joining clubs to socialise, boost your confidence and improve your overall health which no matter whats going on in your life can be something you said you did to better yourself than the previous day