Hi Rowsie,
I do not have Major Depressive Disorder (MDD), but I do have dysthemia. Dysthemia is (and I'm not a Doctor!) possibly less severe than MDD, but lasts for a long time. Treatment for dysthemia is the same as for MDD, and people with dysthemia are more prone to periods of MDD. If you have been feeling depressed for years, it may be worthwhile to ask your Doctor or psychiatrist if this may be the case.
In my case, it means my lows aren't as bad as with MDD, but they are fairly constant. I was on medication last year, then stopped. Now it looks like I'll have to go back on them, which doesn't scare me, but is disappointing. But either way, MDD or dysthemia, it is a medical condition that, like high blood pressure, can be treated.
I will be asking for a different medication this time (Celexa last time), as I had some side mild effects. This is not unusual either, as there are many medications out there, it's just a matter of finding what works best for each person.
I'm glad you're going to the gym, exercise will help, I'm trying to begin doing more myself.
Welcome, you are among friends.
Greg