Good on you for getting yourself in motion - that can do wonders for your frame of mind! You should definitely join us in the weekly motivational thread that we have here in the same forum section. It's just a bunch of people in the same boat as you, trying to help each other along through the difficult times and cheer each other on during the successes.
I think the best way to start these things is to pick just one thing to change, until you can handle that change, then pick another. For you this week, that was walking, and that's a darn good change to make. Maybe once that's become habit, you can start something else, like a goal to eating more fruits and vegetables. Or maybe just drinking more water. Small changes are good. And as you make the healthy decisions, hopefully that will help with your depression a little bit, and you'll feel more like making healthy decisions - a good cycle!
Good luck, and we're here if you need some encouragement.
Starting weight: 192.0 lbs (6/19/2011)
Lowest weight: 154.6 (6/25/2012)
Current weight: 162.8 lbs (1/28/2013)
Total lost: 29.2 lbs
Goal: 132 lbs