I'm really depressed, but I don't know how to get help. Where do I start?

Primary Care Doc. Talk to your pcp & tell her/him what's going on. An evaluation can then ensue starting with a any physical problem that can masquerade as depression (such as hypothyroidism). After that, if depression is diagnosed, treatment can begin --- ideally with a combination of psychotherapy & medication. Of course, you can always start to exercise, eat right, & meditate at any time to better your health.
Dear Depressed, Start with a medical evaluation to rule out medical causes of your symptoms. Medications are sometimes indicated. Talking therapy to include Cognitive Behavioral therapy or psychotherapy can be effective. Aim for daily exercise, 8 hours of sleep per night & good nutrition w 5 servings of veggies & 4 of fruit per day. Try tai chi, yoga, Qi Gong, progressive muscle relaxation, deep breathing.
Seek treatment. See a health care professional as soon as you can. If you do not have insurance, your nearest community mental health center can assist you with getting an evaluation and treatment. If you have a primary care doctor, speak to them about it and/ or ask them to refer you to a specialist. If suicidal, contact the nearest hospital. You are not alone, there are people who care about you & want to help.
Talk to your doctor. Schedule an appointment to talk with your doctor, or make an appointment with a psychologist or psychiatrist. They will be able to evaluate and talk with you about treatment options. Evidence based psychotherapy and/or medications can be very effective. Take care.