Ask HN: Entrepreneurship to escape depression?

Hi HN, I'm stuck in a vicious circle: because of my depression I don't find a job, and not finding a job feeds my depression. And after having applied to countless jobs without luck, I guess my chances are very low to get out of it following this path, despite a strong local economy. So I think the only path that remains is to start something on my own, even though I am a complete newbie. But I have nothing to lose as I already lost (almost) everything. Are there any such resources specific for people with depression, or success stories? Any other thoughts? Thank you.