I now have very high cholesterol as well as high blood pressure and depression. Any tips please?

The combination of these and being overweight a bit and a family history worry me in preparing any sort of plan. I have medication for all 3. I care a lot about action.

I wish I knew how old you are as age can be a contributory factor in all three.
Being a bit overweight can be the cause of, or the result of, depression. Stress from this causes blood pressure to rise, if weight is due to poor diet that'll cause high cholesterol so the three are all connected not separate problems.
The best way to take control of yourself is light regular exercise, very gradually increasing it as you feel fitter, and a steady healthy diet. I started jogging and my taste seemed to change to enjoying healthier food and, even better, I stopped wanting to smoke. I said at the beginning about your age. Age should be taken into account when deciding on the extent and frequency of exercise. Also there are different causes of depression and some of these can be age-related.
Are you sure that the depression isn't because you're a bit overweight and have high cholesterol and blood pressure? Was it the other way around? Or did they all come together?
Think about it for a little while then go get some fresh air, walking is good.
I have a "feel good song" which works for me most of the time whether singing out loud or in my head. Think of a song that makes you feel good and when you're low start singing it, think only of the words to your song and sing it wherever you are whatever you're doing. Sounds mad, maybe it is, but no harm in trying.
I'm not sure what you mean about 'preparing any sort of plan'. What type of plan? Also you say nothing about your family history that worries you.
Too little information can bring about poor or even dangerous advice, so be careful.
I've been there, well I'm still there I suppose, the only difference now is that I no longer feel bad about taking medication, I see it like I see food, it helps keep me going.
I wish I could help you more but I know too little about what's causing your problems. I really do wish you well.

Stay away from saturated fats. Use Benecol or similar, they really do help to lower cholesterol. Make sure you eat a balanced diet of fresh fruit and vegetables and plenty of white meat and fish. Don't over eat, don't drink too much alcohol and do try to walk at least 2 miles a day, briskly. I know this may sound like I'm nagging you but it is for you own good. Any exercise will help and it has the added bonus of lifting your spirits! Just imagine how well you'd be if you stick to this regime for 3 months, you'd lose weight, you'd be much healthier and I daresay your depression will have eased if not disappeared! Go on, you owe it to yourself to look after your mind and body after all, we're only here once.

This Patient Guide is written for the loved ones of heart patients who are dealing with the short-term stress that comes with a test, procedure or recent diagnosis of heart disease. It explains why support is so important to a loved one with heart disease. It also offers practical strategies on how to support a loved one while also taking care of yourself.

cutting down on saturated fats, processed foods sugar salt
drink herbal teas
gentle excersises walking swimming, cycling areo-batics pilates, join a class your less likely to get bored.
eat grilled fish
chicken
5-8 veg a day
5-8 fruits a day
smoothies a great too with ice
cola contains caffine 10 tablespoons of sugar so dont drink that. thats per can
do not smoke
cut down on alcohol
a glass of red wine a day is good for cholestrol levels
eat salads okay good luck its hard, as there are loads of temptations on the road to be slimmer than you are.

Gentle exercise - walking or swimming.
Will be good for all 3 conditions.