Talk to you doctor, your physician can help you to start dealing with depression by diagnosing it as the real cause of your symptoms. There are many treatments and tips that your doctor can give you or professionals that they can refer you to see to get the help you need.
Don't keep things all bottled up inside. Find someone that you trust and who will listen that you would feel comfortable with enough so that you can talk about how you are feeling and what you are experiencing. When you are dealing with depression not letting things out can exacerbate the condition.
Talk to a mental health professional. This may sound bad but it isn't it is really just one of the many fancy ways to say "experienced or condition specific counselor."
A counselor can help you to come to terms with what is causing your depressions or mood swings and help you to work through them and identify their cause which is a crucial process for many who are dealing with depression.
Make yourself get out of the house and have some fun or do things that you enjoy. For many with a mood disorder such as this - whether temporary or long term - it is natural when in a "funk" to want to start pulling away from friends, family and other once enjoyable feats and instead crawl into bed or be overwhelmed by a sense of wanting to be alone - you have to fight this urge if you don't want to become enveloped in the darkness that can come with depression.
Do your best to get enough sleep and to not over-sleep. Getting the recommended number of hours of sleep each night can help to improve your reasoning and help keep your mind clear and focused on life and overcoming or dealing with depression.
Avoid things that can mess with your mood such as drugs and alcohol. These can increase and exacerbate your symptoms.