What worked for me:
Stop self pitying.
(This is the single most important thing; btw if you're depressed, you're self pitying)
stop making excuses
It's your fault, the truth is you're weak and scared and that's why you don't do what you want to do. Sometimes excuses sound plausible, even intellectual, but they're all bullshit
Take responsibility for everything in your life.
(By which i mean have the unrelenting attitude of: "I am 100% responsible for EVERYTHING in my life, no one else is to blame, not my parents, not God, not the Jews, not my lack of a gf, not the perv who molested me when I was a child", while you blame others, you excuse your own failure, and prevent yourself from changing. Its what niggers do, its dysfunctional and counterproductive.)
immediately replace every negative thought with its opposite
i.e. your mind says "eveythings going terrible, my life is stuck, no one wants to help me" you conciously reject that thought and replace it with "things are actually alright, I have immediate access to more self improvement resources than anyone else in history, therefore I can become at least as good as any one who came before me"
Listen to positive shit, constantly
(Start with self help gurus like Tony Robbins, listen everyday, they'll get you fired up again, switch to stoic philosophy as things start to improve for you.)
Stop looking at pornography & masturbation.
(It keeps you weak, low-T and pathetic, it robs you of your drive to succeed in life)
Get off the internet.
(It's toxic. Its full of autists, betas, gamma males, liars and lunatics, Even /pol. you will lose contact with reality, your opinions will become insane, you always end up on pornography. Take a long break and then regular short breaks so you can re-calibrate and still function in normal society)
(1 to 1 coaching from a bona fide PUA will change your entire outlook on women and your potential abilities, get some asap, reading books and watching videos is not as effective.)
deal with your cowardice
(Yes you are a coward, you're too scared to talk to girls, to have success, to set goals and achieve them, to engage with life etc. Fucking hell when i started out on self improvement i realised i was still scared of the dark. Do things every day that scare you, observe the fear in yourself, don't make excuses for it, then do what the fear tells you not to do.)