How to Improve Yourself When You Feel Overwhelmed?

Hope that if I put the work in, things will get better. When I say work I mean, taking my meds, keeping therapy and doctors' appointments and following their suggestions. Also doing research to find out what else can help me from places like this. I don't expect my problems to disappear. When I was diagnosed with depression, I was sobbing uncontrollably not because of the diagnosis but because I knew there was no cure. But it can be managed, and that's all I can ask for.