Yes, you can get over it.  Sometimes it's mental, sometimes it's physical.  If you have a traumatic event happen, get some counseling.  If you have something physical to deal with, identify it.  Is it curable in 100% of all cases?  I doubt it, but identifying the root cause is important.
For me, as strange as it may sound, it was food allergies.  I was constantly sick and tired.  I think even more than being sick all the the time, the constant fatigue is what put me into a depressed state.  I stayed up late, had a hard time falling asleep, hard time staying asleep, hard time waking up.  You just kind of go numb after awhile.  Regardless of your root cause, my advice would be:
1. Start going to bed really early - don't stay up past 9:30pm.  Earlier if you can do it.  Lack of sleep breeds depression.
2. Improve your diet, if you're not already eating clean.  You don't have to be crazy strict, but make sure you're getting enough protein, good carbs (veggies), and good fats.  If you have depression, chances are you have low dopamine (brain chemical that makes you happy)
3. Exercise every day.  Just something simple like a 15-minute brisk walk or using an exercise machine like a treadmill or stationary bike.  To quote Legally Blonde, "Exercise gives you endorphins. Endorphins make you happy."
If you have depression, regardless of the cause, chances are:
1. You stay up late & do not get enough sleep
2. You have a poor diet
3. You do little or no exercise
That's not the case for 100% of the cases, but it's the case for the overwhelming majority of people I've met who suffer from depression.  If you want to fix it, change your body's physical habits first.  If you've already done that, get counseling.  Depression is a lot more socially accepted these days, and even so, you can still get counseling in private.  Personally, it didn't help me because my root cause was physical (food allergies), not emotional (trauma or otherwise).  If you have depression, that partly means that your body's chemicals are out of whack, because otherwise you would be feeling the normal happy/sad routines that everyone else is feeling, instead of just a constant numb/sad combination that defines depression.  Thus, you have a responsibility to take the best care of your body that you can so that you can create a healthy environment to start the healing process...if you're constantly tired, overweight, and don't kick off any endorphins through exercise, you're going to have a 1000% harder time fighting this because your body isn't in as optimal condition as it could be.  Which is of course hard to actually 
do with depression.
The biggest struggle is actually making the changes.  If you're depressed, it can be hard to muster up the mental motivation to actually go & see a therapist, get yourself to bed at a reasonable time, eat well, and do some exercise.  Routine is SUPER important if you are struggling from depression...life goes on, whether you feel like it should or not.  If I could offer one other piece of advice, it would be to take a shower, get dressed, and put your shoes on as soon as you wake up - then, at the very least, you are ready for the day.  Otherwise it's super easy to sit around & not do anything all day if you have the day off or don't have work or school to show up for.
Part of it is mental, too - not in terms of depression or trauma or whatever, but in terms of understanding how the brain works.  Aside from a root cause that is acting as an anchor to mute your emotions & make you feel depressed, a big key to learn is this: "thoughts create emotion".  I learned about this concept in some books by David D. Burns, including "The Feeling Good Handbook":
http://www.amazon.com/Feeling-Good-H...dp/0452281326/
I would recommend buying this book by the same author:
http://www.amazon.com/Days-Self-Este.../dp/0688094554
It basically walks you through the nuts & bolts of the basic psychology of happiness, depression, moods, etc.  It's a 10-day workbook & everything is laid out for you to follow.  If you have depression, you kind of have to re-learn how to be happy, which is actually a good thing because this book helps you clarify what actually makes you happy & what makes you sad, which may sound dumb, but it's really important to have concrete knowledge of those things when you're depressed.  So I guess if you wanted a list:
1. Work on identifying the root cause of your depression
2. Go to bed early (8pm if you can, I'm serious)
3. Eat a clean diet (homemade food, cut out preservatives & sugar, etc.)
4. Exercise daily (just 15 minutes of light cardio is fine, 30 minutes if you can handle it)
5. See a therapist (this doesn't make you a lesser person)
6. Create a routine (in particular: wake up, shower, get dressed, put your shoes on - that's #1)
7. Go through the workbook I linked above (10 days to self-esteem, as lame as that may sound - it will help take away the fog of how your emotions work)
Depression stinks.  You can't really understand it unless you've been there.  Here's some comics you can probably identify with:
http://imgur.com/a/Mg8ut?gallery
There's a few like this one in particular that explain it pretty well:
http://i.imgur.com/6UdXLSi.jpg
People try to be helpful, but it's an invisible illness...they just don't understand.  It's a real & serious issue for people.  Good luck man!