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First and foremost, you have to have the mindset. If you feel even the least bit of depression, do everything to fix that. This is not a gym exclusive issue, but often people don't realize why they procrastinate all the time, that's it.
I don't want this to be a "blind leading the blind" situation, but look into starting strength by rippetoe. Essentially, to build muscle, you have to eat. That's called "bulking". Use a TDEE calculator, that's your total daily energy expenditure, and to start bulking, eat 200 to 300 calories more than that. I could go on but I don't have time. You got this bro.