I need help for depression what should I do?

It depends. It makes a difference how severe of a depressed mood you have, as well as other factors such as a problem with sleep, appetite, problems feeling guilty and with concentration and low energy levels. Major depression responds well to antidepressant medication management. Some folks feel "blue" or down, especially from stressful life situation, but don't have major depression.
Talk to Physician. If you have a regular physician a good first step is to talk to him/her about how you feel. If you have to wait too long for an appointment you could ask that office to refer you to someone to evaluate your situation. It might also be helpful to talk to people close to you to see if they know of someone you could see for an evaluation. The important thing is to start the process of seeking help.