Vitamin D3 is a good idea, generally the recommendation is 1000 IU a day. Especially now after the winter (assuming you’re in the Northern hemisphere) your vitamin D storage is probably depleted (the body needs a certain amount of UV radiation on the skin to produce vitamin D.
Regular exercise has been proven to help against depression and I think it’s probably the best and most important thing you can do. While helping your depression it will also help your general health and fitness.
Eat well: lots and lots of veggies, legumes and whole grain products. If unhealthy food makes you happy, don’t cut it from your diet completely. Allow yourself to eat sweets etc every once in a while and in moderation, but try to have a very healthy diet as a basis.
These things are probably hard to implement when you’re depressed in the first place but I guarantee you they’ll help and become easier as you go if you consistently stick to them. It takes about 66 days on average to build new habits. So if you manage to stick to it for about 2-3 months, it will become a lot easier.