1) Start taking care of yourself. You might not need to do this, but sometimes when people are really depressed, they neglect their basic needs.
Shower every single day, twice if you sweat a lot. Wear deordorant, get a haircut/trim, do your laundry weekly and don't reuse dirty clothes. Get your yearly checkup if you haven't already, clean your room thoroughly. Eat healthily and whenever you feel hungry. Go outside at least once a week, preferably more often of course, and do exercise a couple times per week if you are able to.
Sleep at least 8 hours per day, try to be asleep while the sun is down and wake up when there's light outside. Use a seasonal affective disorder lamp in the mornings and get blackout curtains for the nights if you live somewhere where the sun does not come out for part of the year.
2) You need to be financially secure and independent, or it's easy to slip back into lack of hygiene/health! Get a job if you don't have one already. You can pretty much get any minimum wage job if you have done #1. Don't quit after a month, aim to maintain consistent employment and only quit if you have a better opportunity lined up, such as a job closer to home, school, or an apprenticeship or whatever.
Alternatively, go to school. The point is to have somewhere to go for part of the day. If you have a tumultuous home life, you'll get lots of stress lifted off your shoulders if you're at work or school all day. You also get a sense of purpose and responsibility this way too. It can help reduce suicidal thoughts if you you have a goal for the day, since you won't be alone at home thinking deeply about the bad things in life.
3) When you've saved money, and when you feel commited to changing, see a therapist. If you're a student you can do this for free through your school's counselling services.
You need to be open to challenging your thoughts and trying medication if you haven't already. Don't be afraid to switch therapists if you don't like the first person you see. The therapeutic relationship contributes to like 90% of a treatment's success. If you don't trust your therapist for example, then they will not know enough about you to help.
From there it will be up to you, hopefully you'll have more clear goals for yourself then (e.g. be more outgoing, stop cutting, finish your degree, get a sales job, etc).
How you move forward will depend on your specific condition and circumstances. So if you struggle with anxiety, a good thing to try is journalling every day and reviewing your journals for cognitive distortions after a few days. But if you deal with depression more, you might need to focus on day-to-day things like going outside every day, picking up a hobby, taking your meds, etc.
As others have said, once you start recovery it will never stop. It's a constant battle! But it will get easier overtime, and the important part is improving your quality of life, so that mental illness no longer rules your life.
