Assume a "Coping" Attitude
Even though we are not able to change all the things we would like to in our lives, we still have control over how we cope with adversity. When we take on a coping attitude we are recognizing that we almost always have choices available to us, even if that choice is to do nothing.
Assertion can most simply be defined as truly being oneself. Part of being a unique, assertive person involves learning to identify one's feelings and thoughts. This should result in a confident expression of oneself and a greater understanding on the part of others.
Talk To a Friend
Try to be open with others by sharing your thoughts and feelings. Isolation often increases depression while activity and social support frequently decrease it.
Use a Self-Rescue List
Create a list of things you can do which might help you feel better when you're depressed or overwhelmed. Think of things which have worked for you in the past. Some suggestions might be to go out for a soda with a trusted friend, engage in a sporting activity, nurture yourself with a warm bath or cup of tea.
Set Life Goals
College is a time when one often wonders "where am I going with my life?" When these questions come up it can help to create a list of life goals for oneself. This list should be updated as your interests and values change. It can also be helpful to visualize what your life would be like if you fulfilled the various goals.
Laugh and Play
Set aside time for spontaneous, unstructured activities. This can be done alone or with others and can involve things which you have never done before.
Get Help If You Need It
It may be that you have tried all of these things at one time or another with little or no success. Don't give up! It might be time for you to seek professional help which you are likely to benefit from. It's always harder to do it alone, especially when one feels alone to begin with. We owe it to ourselves to get help!