Yeah man, weight can definitely be one of those things lead to depression,
but there is no need to feel bad about your body, it is all in your mind, you can turn this to a positive experience, ask yourself what do you want and then engage yourself to a some program that lets you achieve your goal, if its gym so be it-- but here is the catch, do not put pressure on yourself, take your time to enjoy it, take is as your feel good session, do not expect immediate results, it will take time but
enjoy the ride as you get to your goal.