When talking with my therapist, he said i need to take ownership of getting better from depression. what are ways to take ownership that would improve my depression?

Practice positivity: Eat right, exercise regularly, avoid negative and toxic people. Avoid alcohol, any medications like benzodiazepines, narcotics, get your thyroid and adrenal activity checked. Practice healthy living

Address in therapy: The question would best be directed to your therapist. There would have been a context for the comment that only you and s/he could understand/appreciate. It may have expressed concern/frustration around feeling you may not be working together as a team, or a desire on your part to be "fixed" without having to do the "work," or any no. of other possibilities that you need to take up in therapy.