Do you know what your diagnosis is? You should. Depression isn't really a diagnosis. It's usually something more indepth such as Clinical Depression or Treatment Resistant Depression. Knowing your diagnosis allows you to look it up, to find people who have the same problem as you and to ask intelligent questions.
Ask your doctor what your actual diagnosis is. If he/she is reluctant to tell you, I'd be wary. You have every right to know.
So what did the doctor say?
Major Depressive Disorder, Unipolar Depression or Clinical Depression?
Look here.
Treatment Resistant Depression?
Look here and here.
Dysthmic Disorder?
Look here.
Bipolar Disorder?
Look here.
Schizophrenia?
Look here.
Personality disorder? Any kind?
Look here.
Anxiety Disorder? Obsessive Compulsive Disorder? Post-Traumatic Disorder?
Look here.
Just do an online search to anything your doctor tells you.