Honestly, I think N's might be more prone to depression in general. When the reality of the tangible world is incongruent with the way we think it could be, should be, etc... when the reality of ourselves is incongruent with the way we think we could be, should be, etc... depression can occur. Depression can also occur when traumatic things happen.. but I think this is slightly different than being prone to it.
Depression can really sneak up on you if your not careful. Its not like one day everything is wonderful and the next day you can't get out of bed. I really think it has layers. THe important thing is to catch yourself before it gets out of hand. If it has gotten out of hand, catch yourself before it gets even worse, before you fall into the next layer.
1) If you are just starting to notice it.. a slight apathy, discontent, disconnect.. look at it hard. Think back to the times you were happy and ask yourself what has changed. Try to pinpoint exactly what is throwing you off. If you can pinpoint it, change it. You don't always have to change it for the better, sometimes a simple change can do wonders (in Ne land).
2) If you cant pinpoint it.. EXERCISE. I hate how cliche it sounds, but it is so fucking true. The chemical process your body undergoes when your running, swimming, etc. is profound. Every single time I've been really dark, if I force myself to exercise.. I ALWAYS feel better after about an hour. I couldn't even tell you how many times I've put on some good tunes and practically killed myself against a treadmill or efx. Broke? make yourself jog around the block a few times. Make sure you are drinking alot of water every day, getting enough sun and taking vitamins. These things alone might not fix it.. but they will make it better. Its proven that people that engage with the natural enviroment suffer less depression.
3) Force yourself to do those things that used to make you happy, but no longer do. If you used to go to coffe every sunday morning and bullshit with friends.. do it. do it even if you dont want to and have to force yourself. I've noticed that no matter how shitty i'm feeling.. those feelings will subside after i get hanging with my friends for a while. Try to let go of yourself and just be in that moment.. no other thoughts.. just that moment. Get silly, get stupid, and laugh. If you can't laugh.. your taking it too serious.
4) Are you Ne dom? If so.. here is something I've personally noticed in myself. A higher than average need to be entertained. A higher than average need to do new things. A higher than average need to meet new people, see new places, eat new food, find a new tangent, etc. Sometimes I think Ne's are almost insatiable. Remember the cookie monster? We are like cookie monsters but we are "new idea" monsters". AAAAAAGH! New idea new idea new idea!!!
But I think this is only when Ne has run a muck. When balanced with Fi.. You should be able to identify things you not only like.. but want to dig into further. By digging in further you begin to see a world you didn't see before.. and its better than the shiney surface goodies that initially attract.
5) Look at the ways you want to express yourself. Creatively? Artistically? Try something simple. If your depressed your probably not going to operate at that amazingly inspiratinal level you could.. so don't go into it looking for validation and glory.. go into it with only the expectation that you express yourself. IF you write a poem.. don't ask if its good.. ask if its true. Same with sculpting, or painting, or whatever you decide to create. Never ask if its good, ask if you accurately expressed yourself. The more you express, the better you will become.. the better quality your expressions will take.
6) Most importantly.. if you do anything, anything at all... GET THE FUCK OUT OF YOUR HEAD. I am not kidding. Find a way to do it. Its helped me every. single. time.