Re: I have no idea what to do.
I think finding a job sometimes has quite a bit to do with first finding a way out of depression. Just as getting to know people does, since so much works through networking and connections. So the following ideas are about generally feeling better and more grounded, though they are - indirectly - a basis for feeling less lonely and for becoming more employable.
These are some more ideas to put down stakes for feeling safe, and belonging, and these kinds of things can help against depression, too.
First sort out the basics, to keep yourself safe in terms of being legally registered (angemeldet), fulfilling the law, buy proper medical insurance against illness and accidents including basic legal insurance for matters to do with your health, get membership to the tenants’ association (Mieterverband) and including basic legal insurance for matters to do with being a tenant.
Organise your life to cut down your monthly overheads and also your general expenses to a minimum. Things like: don’t own a car, live in just a small room in shared accommodation (called a WG = Wohngemeinschaft (that would give you some company, too), buy groceries and cook your own food, generally carry a water-bottle and fill it from the drinking fountains, don’t subscribe to any magazines or newspapers (read them in the library instead) buy most things from the Brockenhaus (second-hand shops) or from online small ads by private people, e.g. tutti, olx, gratis-inserate and fleedoo.
Make sure you have one good solid set of clothing for each season. Solid winter jacket, good strong shoes, cap, scarf, gloves so you don’t become miserable by being cold. Swimming costume, sun hat, sandals, knee-length shorts, umbrella. Basic gear so that the weather (whether hot or cold) will not be an impediment to your going outdoors. Staying inside only furthers depression.
Try to avoid playing computer games. They can be a fun diversion now and again, but if they suck someone in, that person is likely to be, in some sense, removed into another zone, in which real-life contacts are no longer possible. In the same way, don’t watch much TV, so you don’t end up thinking about the characters in a series as your friends or neighbours, whose fate you have to know. Better to go out and meet real people. Don’t make a date with your TV on Sunday evening, just because a crime show is due at a certain time. In fact, you might consider not owning a TV at all.
Stick to the house rules (Hausordnung) of wherever you live.
Don’t get into debt. If you are in debt, contact the creditors and arrange a repayment plan you can stick to.
In fact, if you are in any kind of trouble or there was any kind of unhappy business or a relationship that ended in confusion or anything at all in which you were not fair or above board (I’m not implying any of that, after all I don’t know you, I’m just saying IF this is/was the case) then try to sort it out. Avoid unkind speech. Make reparations. Apologise. Forgive. That will help you to stand squarely and face any guilt/blame you might bear. This may sound trite or soppy, but try to visualise your very loving granny, or a schoolteacher who was good to you, anyone you admired and who cared about you, and think how pleased he or she would be now, if they could see you being man enough to face up to your hurts, and to deal with them in a way that undoes harm and sets yourself, and others, free. If others have wronged you, find ways to forgive, if you can, or at least to let go of thoughts of revenge. If you can manage this, you will set yourself free. If you have burdens of this sort, or any issue of aggression or resentment, and you have not managed to move on even though you’ve tried, alone, then you might consider speaking to someone about such matters… a friend, a religious leader or a psychotherapist, or even just some random helpline.
Attend a German course. Do your German homework daily. Talk German to strangers on the street, at least 3 or 4 times a day (to practice the vocabularly you are learning), engage shop assistants in large stores in conversations about the products they are selling. In non-rush-hour times, make enquiries at the tourist office or the SBB (railways) counters, especially in smaller railway stations such as Stadelhofen or Oerlikon, rather than the central station (Hauptbahnhof).
Learn the names (write them down) of the shop assistants in any small shop or business you go to, of your classmates in your German course, and of the receptionists and assistants at the doctor and dentist, and greet them by name each time. They will think you are fabulous, and learn your name, too.
Look out for small shops near where you live. Is there a kiosk, a bicycle shop, a greengrocer, a hairdresser, where you could become a “regular”? That’s fairly easy to do, even if you don’t want to buy a bicycle or have a haircut. You can just stop by, say you live nearby and that you’re interested to see what they sell and ask their names and tell them yours. If the person looks kinda green, alternative, cool, friendly, then you could use your first name. If they are older or more conservative-looking, your surname. And thereafter speak to them as Du or Sie as appropriate. Whenever you pass by, drop in to say hi. If you’re going to Migros or the Post Office, ask the shop folk if they’d like you to bring something back for them. They often cannot leave their shops easily, and a little help now and again makes their day liveable. If they need a box lifted or carried, offer to help. Make sure you don’t stay more than about 10 minutes on your first 10 visits, and then, if they like you they will, at some point, ask you how come you've come by as such a nice guy to help. And maybe offer you a cup of coffee. Doing this will give you a chance to practice your German, and also to feel part of a community. It’ll do you good to be the nice, regular, upright man they are so happy to see.
Be the man who helps people into the bus with their prams and shopping. Readily offer your seat in the tram to someone who needs it more than you. If you notice litter on the ground around where you live, at your bus stop, outside the small shops, just pick it up and throw it in the nearest bin. You will be seen, and admired, and others may follow your positive example. And even if they don't, you yourself will know that you are making a contribution to the good in the world.
Maybe some of these strategies will help to make you feel that you are not so alone, that you belong, that you are a worthwhile person and especially one that other people like to see, and at whom they smile and nod. That, in turn, is a very good basis for making real friendships. And gives you the right air about you, something very attractive for any potential employer.