Hi S1ght (& everyone else)
I have depression, diagnosed and medicated. The medication keeps me approximately sane, but it's not always enough, so here are some tips that I have found to work:
First of all, medication should not be your first option. Because of this you should not necessarily go see a GP about this, there are some good ones that will carefully evaluate your case and recommend the appropriate course of action or refer you to a specialist if they are uncertain. Many, however, will just prescribe a SSRI (Selective Seratonin Re-uptake Inhibitor); this is not necessarily wrong, but it is not the cure-all that some perceive it to be.
Your university should have something like "student support services", they offer reading courses, career guidance etc. They also usually have qualified psychologists that students can see, when I was at 'varsity this service was free, so you don't have to involve your parents immediately. They have good advice, and can help you understand WHY you feel this way (Geriatrix makes a very valid point), which makes it easier to fix.
B-vitamins can make a huge difference, I was astounded how much it helped to start taking a supplement (just be careful of B3, it can make you anxious). Folic acid is also a good option.
Exercise. It really helps, but try to make it a fun activity to do with friends. If you go running every day, you just get the benefit of the exercise (and maybe the opportunity for some contemplation and self-inspection). If you participate in something that involves other people (preferably nice ones) you also get the benefit of positive feedback and uplifting social interaction.
Friendship is important, a girlfriend is nice, but a true friend that really knows you and will come to your aid in the middle of the night is precious. These friends are few and far between, but try not to let the opportunity to get to know good and caring people that may become such friends pass you by. And take care of the friendships you already have.
Interact with the world. I know it's difficult to leave your "safe place", but being in a situation where you have no other option than being ok can often force you out of the lonely darkness. You say your marks aren't bad, so you can tutor high school kids or ask around the department where you're doing your major if they have a position available for a tutor/student assistant. While you are teaching you WILL be ok, because there is no other option. Also, having some extra spending money is always nice
Remember that it is normal to feel down occasionally, not everyone are necessarily smiley happy people, but that doesn't make you depressed. Many people have a bout of protracted melancholia somewhere between 19 and 22. For almost everyone it passes without any help or intervention. The people at "student support services" can give you perspective and help you understand if it's just normal end-of-the-year syndrome or a problem.
OK lecture over
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