I'm reluctant to give any sort of life advise except if you are going to make drastic changes in your life such as moving somewhere else for a new scenery or get a new job, have a listen to Blur's Country House first before doing that. It's fine if whatever changes you are doing is in line with your personal values what you want from life. However a change of scenery doesn't cure depression and may not automatically make you more happier.
I do recommend seeking counselling and seeing psychologist even if you don't believe you are clinically depressed etc. Mainly because the strategies they give you will benefit everyone. It's just that people who aren't depressed, they have developed those strategies themselves indepedently.
Part of the reason why I'm reluctant to give specific life advise as generally atttitute among mental health professionals is that environment is out of control and at best we can only slightly influence it. Essentially what we can control is how we react to the environment. One of the things we can control could be doing things that you enjoy which may include moving out, travelling, getting a new job etc (which if you do enjoy those things), go ahead and do it) and that's the behavioural part of CBT but whether the outcome of those decisions go well or not is out of our hands. Essentially whatever the problem it is in the world or in our life, our thought process (such as negative self talk such as i'm a failure, our worries spirals) will add another problem, a mental illness on top of that and make you less well-equipped to deal with any struggles you would face in life and reaching whatever goals you make in your life. By challenging your own thought process,learning to accept the environment and yourself as you are without judgement you will be more comfortable with yourself and better equip to deal with any challenge.