I finally went to my MD got my anti-depressants and my depression diagnoses. Now what do I do?

How else can I get better? What are the steps to recovery after this?

Bunny, it takes up to 8 weeks for the meds to take effect. Now take your meds, keep your appointments, and as the meds take effect, you should start to notice a lessening of all those deep dark feelings. Gradually you should be able to take on more and more chores, keeping up with friends, feel better about your life, work more easily, your relationship with your spouse will improve, and you won't worry so much.
Depression has its ups and downs, too. There are times when depression is lessened, such as in the spring and the summer, and then it may deep end in the fall and winter.
You may also have Seasonal Affective Disorder(SAD) which is treated by getting a light box with treatment level luxors of 10,000 or more. You need a prescription for buying one of them
Basically, depressives go on with their lives, sometimes a lot better, sometimes, finding yourself in a hole again. The best thing to do is stay on your meds, see your doctor and try to start recognizing when the black hole is getting closer so you and your doc can head it off at the pass.

Do you have a followup appointment scheduled with your doc? You'll want to be checked to make sure the AD's are starting to work for you. Sometimes you need adjustments in the dosage, so it's good to followup on those kind of things.

Depression isn't always just a chemical imbalance. Consider finding a goof therapist to help you as well. One type of therapy that often works well with depression is cognitive behavioral therapy (CBT). Do some reading up on it. You can interview a therapist (over the phone many times) before you meet. There are lots good sites where you can look for question lists to ask.

You have taken the first step. Good job!!!! Now you are looking ahead and that's even better.

All of the above advice is good. However, be aware that not all meds will work for you. So, you may end up on another med. However, you might want to check in with a psychiatrist if the first med doesn't work.

Also - have you had physical tests to rule out a possible physical issue? After years, my psychiatrist tested my blood for numerous illnesses that can cause depression, and it turns out I have a B-12 deficiency.

I would also suggest getting counseling. I went through cognitive behavioral therapy which helped me to learn how to think in a non-depressed way.

Best of luck!

Make sure you take your medicine as prescribed. It takes some time for them to take affect.

Seek counseling. There are support groups that are free if money is an issue.