I have started to knit. I usually will watch TV or listen to a podcast and as I become better, I try more complex projects that force me to put more thought in what I'm doing.

I started out not doing anything specific, basically different lengths of squares and rectangles, because I also struggle with motivation to do anything. It was really just so I would have something to do and keep myself busy with. Then I started to include more simple techniques and then motifs and now patterns. If it's something that interests you, I think it's a great way to get distracted and at the end of it, you get a "reward" (being whatever you knit).

I hope you find something that helps you and that eventually you overcome depression.