I think depression (in the transgender sense) can occur as soon as you have the first thoughts that something is wrong and feeling there was nothing you can do about it. Depending on your age when this happens, you could brood on this for years, compounding the depression. With some this depression can be alleviated with hormones or other medications, giving a better balance of mind and body. Which then can trigger a different depression from social pressures.
If your social network crumbles around you it's hard not to feel down.
How to climb out of that pit of self despair is as individual as personalities. Are you a person that sees the glass half empty or one that sees it half full? If you can switch thoughts to the positive aspects and not dwell on the negative in ones life, even for a moment, it can show you that there is a handhold within reach. Find the next and you start to feel that fresh air above.
Once you get to the top, after much work, how do you stay there?
Find life! If life isn't where you are, go to where it is.
Do you feel free in your daily decisions?
Are you happy when you walk down the street where you live?
Can you comfortably interact with others in your local social area?
Will you ever?
If the answer is no, then consider moving to where you can.
Life is worth it.
Hugs and smiles from a California girl