I used to be depressed pretty often. I don't know if that stopped because my life is actually becoming more enjoyable or because I became a determinist. Probably both, I guess.
Just make sure that you don't regret anything that you do. If something you ever did ended up in shit just learn from it and be happy that it won't happen again. Whenever you make a decision you do what you think is right at the moment, so there's no reason to be ashamed.
This isn't aimed at anyone specific. Just some friendly advice.