I was depressed for much of early 20s, never before that so I had in mind the contrast in feeling of 'my life should be better than this.' I'm not sure what the experience of being depressed throughout your childhood would be like. I also don't know anything about chemical imbalance.
For me and what others said: Slowly finding ways to live more authentically/in tune with my day to day needs and taking off the pressure of what others thought of me, not avoiding emotions, and most of all not being ashamed of negative emotions and screwing up in life.
The worst part was the hopelessness and uncertainty/fear of the future. I imagined that I would make my life better, I told myself I would, but my brain didn't believe it and so there was a disconnect there, as if I was lying to myself each day. I told myself things would get better because it made sense and I listened to a lot of other peoples perspectives too ('it will get better!'), but despite that I really didn't feel or could fully believe it. I hated how little control I had over myself, if I bought a package of cookies for example I just knew with a dread feeling that I would eat the entire thing.
Some little small things started to change for me and go uphill from there: I watched a random youtube video, a really simple boring video about a guy talking about his time management routine...and I thought 'hey I could do that.' I believed that I could do that!! Wow. Then I went on a couple of small trips and hikes with friends, and felt a glimpse of carefree happiness once or twice. I moved places. I read. I frowned at people instead of fake smiled at people. I napped and slept a lot and procrastinated at things and was an absolute mess. I ate unhealthily still. I can't remember how I stopped feeling depressed, there wasn't much I could do, but eventually I did bit by bit and once I did I started to gain a little momentum and knowledge in knowing how to be more in tune with my emotions. After that my brain was able to know and learn how to not fall back into that darker place. For me it was sort of like climbing a mountain. If your able to get past the tangled repeated thought-patterns of your mind (the kind of thoughts that stick to your brain on a daily basis and shout at you redundantly 'you can't too this! be scared of this! Don't think this!' etc, also if you journal those thoughts privately out they tend to look really dull and frustrating and 'ground hogs day like' - yep thats them!) and gain movement day by day, once you walk high enough you realize how far you've come. There are ups and downs and falls down cliff sides, but overall you can grow stronger from the falls. And the journey is so long that you have some amnesia towards the difficult and painful pasts your journey took, and your more focused on where your at now and where the future lies in a more positive sense.