While your GP might recommend anti-depressants (depending on your circumstances), there are also lots of other different things they might suggest instead of anti-depressants, or in addition to. These might include, counselling or psychotherapy, mindfulness, group work, bibliotherapy (self-help books), online courses, and so on.
While the strong recommendation is that you always seek the help and advice of a professional, there are also some things that you might be able to do for yourself that can make a big difference to how you feel.
We can helpfully think about change in terms of stages. Norcross et al (2011) talk about five key stages of change:
The information in this section will help you think about the types of changes you might need or want to make and help consider the foundations you will need in place (contemplation and preparation) to do so.
Source of Information
Norcross, J.C., Krebs, P.M., & Prochaska, J.O. (2011). Stages of change. In J.C. Norcross (Ed.), Psychotherapy relationships that work (2nd ed.). New York: Oxford.