I believe ultimately no matter what we do, we are living for pleasure. Everybody wants that sweet dose of dopamine, and the only thing that differs is what exactly you're doing to get it - some need to set a goal like losing weight or getting a promotion, so they can tell themselves they became better once they achieve it and receive their dopamine dose, some need sex, drugs and rock and roll, some just like petting animals and playing video games, some get their dopamine by volunteering in a homeless shelter and then feeling like a good person, and some feel a need to bash their neighbor in the head with a baseball bat to get their dose. But the end goal is the same for everyone, we do things because we want to feel good and we don't want to feel bad, or when feeling good is not an option, we pick whatever makes us feel less bad.
Ultimately, everything in life is utterly meaningless, unless you attach a meaning to it yourself. So I'd say saying "fuck it" to everything is a rather rational response. As long as your actions don't hurt others directly (and I mean directly as in "deliberately inflicting physical or mental pain on others", not just doing a thing or expressing an opinion that might upset someone, we live in a chronically offended society and it's near impossible to never do the latter), you can do whatever the hell you want with your life. Yes, some actions that are enjoyable at the moment might have negative consequences, but that's not a matter of hedonism vs. some other philosophy, it's just a matter of being able to think ahead, and how far ahead are you willing to look is also up to you.
Depression is a tricky thing. If we are to trust the modern medicine, it's when dopamine in your brain fails to be produced when you do everything you need to get it, you do things you should enjoy, but you don't enjoy them. Sometimes it just takes a greater effort for you to get that dopamine, and I don't see why not trying doing something you usually "don't allow" yourself to do to achieve it, if you feel like you will enjoy trying that. Honestly, I can't really comment on what helps depression, because I know the official medical opinion on that and I can't argue with it because I am not a doctor, yet none of the things that are supposed to help with depression according to modern medicine did anything to my own depression, so I am super skeptical about what helps it and what doesn't.
