Same as everyone's said, talk to your doctor. And if you start on a medication, give it a couple of months. If you don't feel right in any way, tell your doctor. And make your doctor LISTEN. There are piles and piles of different medications that can treat depression, there's no need to stay on one that doesn't work for you.
My own experience: I was on Lexapro for a year. During that year, I steadily gained weight, no matter what I did. I was even severely ill with pneumonia and bronchitis for five months, and still gained when I should have actually been losing weight. I wasn't small to start with by any means, but I was about 189. Every trip to the doctor's scales showed another few pounds, until I was at 206. I finally just said, "Look, I'm really concerned about this steady weight gain. This isn't like me, I've been more active than usual, and I'm still gaining." He agreed, and switched me to Wellbutrin. I didn't suddenly lose the weight I'd gained, but I did stop gaining more.
And no matter what medication you end up on, find out everything you can about it before you start taking it. Some of them have some really nasty side effects, and others are highly addictive. Also make sure you can afford it and/or it's covered by your insurance. Most anti-depressants cause serious problems if you stop taking them suddenly, so you want to make sure that won't happen.
One final bit of advice... if you have other issues with your mental health such as stress, anxiety, addictions, etc., let your doctor know about them. Many of the medications that are available can be used to treat multiple symptoms. Wellbutrin, for example, has a high success rate in treating both depression and anxiety, and also helps curb nicotine cravings. Your doctor should be able to find something that's right for you. Best of luck.
