3.) Don't worry about shit like the afterlife/ existential crisis provoking thoughts
It's way easier said than done. We've all probably thought about death and the uncertainty of what happens or if we will even exist afterwards, or why the hell we are even having a conscious experience against all odds of us even existing. It's a daunting scary thought and doesn't help that you and I are immersed in image board culture which is heavily nihilistic. There have been times when I have spent the whole day thinking about these things, it sucks it sucks it sucks. The best way I have coped with this is when I catch myself having these thoughts I fill my mind with something else. If there is a manga I have been putting off, I will read that. If there is a video games I have been putting off, I will play it. Finding a job also really helps because you are forced to take your mind off of those things, interact with other people which is healthy, and you make money to support your hobbies.
Two things to keep in mind about this. The first is that I am not assuming that you shouldn't think about these things at all. My position is that one of the greatest gifts is the ability to think and form intelligent thoughts, so you should think about this occasionally. It only becomes a problem when you worry about it to the point where you are having an existential crisis induced panic attack over one possibility out of many. The second is that a lot of people on here are going to tell you that if you that not wanting to think about these things makes you weak/ unintelligent. This is as far from the truth as you can get, most of the people that tell you this are pseudo-intellectuals themselves with an ivory tower built in their head that buy into ideas that have about as much evidence as crystal healing just because it is accepted in academics and usually are angry people. There are many well debated ideas of why we exist/ if there is something when we die that the best idea if you want to stay sane is humble yourself, move on, worry about the things in your life that can have a solution.
4.) Eat healthy/ exercise/ sleep well
http://8ch.net/fit/res/65583.html
5.) Have something going on for yourself
This is the most important thing, in my opinion. A one way ticket to depression is having no hobbies, interests, goals, dreams, or stable career/ college situation. Having interests that you are good at gives you excitement, satisfaction, and makes you more appealing to others. Even if you are bad at something, practice! When ever you pick up a new hobby you will start off slow because you need to lay a foundation, but when you lay down that foundation you can start learning pretty fast. Sooner or later you will look back on your progress and be proud that you learn something/ can do something new. Then after a little while you will be skilled at a number of things, always having something to occupy your time with and feel good about.
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There is no magic one way ticket to feeling better, OP. I used to be a severely depressed NEET that had attempted suicide twice and always worried about interacting with 3D piggus and death. But things have changed. As corny as it sounds, you need to work at it to get better. It will take time, but I worked hard and am experiencing the benefits of doing so.