I completely understand what your going through.
I have struggled with depression for a greater portion of my life and had made a conscious decision to let it go untreated by "professionals" since my first experiences with doctors/counseling made things worse. While I felt horrible most of the time, I felt great comfort in eating certain foods. Mostly all delicious foods packed with fat, salt and calories. Not only did I eat when I felt horrible about myself, But also when I felt great about myself and didn't care how I, or other people thought I looked because I felt confident.
Me and my entire family have been overweight/obese for as long as I can remember so it always felt natural for me to be a big girl. Sometimes I took comfort in that because I didn't know what it was like to be thin or look pretty. And like you I have also always struggled with the first step to getting started.
This is what I did to take the first steps and get started on my lifestyle change. (I like to think of it as a lifestyle change because it helps me prepare for my journey mentally opposed to thinking of it as a "Diet")
1)
Pick a date: I choose a date to begin my lifestyle change.
2)
Research: The day before I start changing my eating habits I do a little bit of research. Am I going to follow a plan? If so, which one? For me, it was calorie counting since I felt it was the easiest for me to follow and it had worked for me in the past.
(If you decide to go with a calorie counting diet, one of the best free tools I have ever used was The Daily Plate from Livestrong. It is a site that allows you to track your weight, measurements, BMI, and all the foods you eat on a day to day basis. It also allows you to set up how many calories you should be having per day.)
3)
Changing your eating habits: Again I chose to follow a calorie counting plan. Since getting started has always been so difficult for me I found counting calories worked perfectly to get me on track. I find it is very important to only have the allotted amount of calories and don't go over for the first few days. This means I don't have to cut out all the foods I love so much and can still snack on unhealthy foods as long as I didn't exceed my calories for the day. After the first few days I noticed I dropped a few pounds and wasn't deprived. This empowered me to keep on track and start slowly switching to healthier foods. Eventually I started to enjoy healthier options more.
4)
Slipups: We all have slipups once in a while and its important to not get discouraged. I find a weight chart helps a lot since I weigh myself every morning. So even though I may gain a bit of weight certain days, I can see that my overall weight is descending.
This is what I did to take my first steps. Everyone is different so you may need to try different things to get you into your lifestyle change. Once you start getting those first few pounds off you will start feeling so much better! And if you don't succeed at first, just keep trying and eventually it will happen!
Goodluck! You can do it!!

