As someone who struggles often with depression (bipolar II), something I find really helpful is the concept that we feed our consciousness like we feed our stomachs. If we put bad food in, our health suffers; and similarly if we consume a lot of media that's stressful, anxiety inducing, or stuff like horror / reality TV... Unsurprisingly it can plant seeds of anxiety and stress that make stressors in our life more difficult to deal with.
When I find myself getting quite sad I fill my mind with comedy, silly TV shows like What We Do In The Shadows / Parks & Rec / It's Always Sunny. Or stand-up. Anything that makes me laugh. Do you have any go-to shows that lift your mood?
There's also an amazing book I found very helpful, by noted Mind Wizard, Derren Brown. It's just called 'Happy'. It's available as an audio book if you don't enjoy reading... stars off going over why common self help techniques are ineffective, then gets into mental techniques to strengthen our mind and increase our happiness.
I'd say it made me about 25% happier, priceless (literally cause Audible offer one free audio book to new members!Just make sure to cancel within 28 days, you get to keep the audio book)