Needing advice on dealing with depression and overthinking

Needing advice on dealing with depression and overthinking I need advice from you about sadness, depression, and overthinking. I want something to help me feel better, but without alcohol, weed(drugs), or medication. I try playing PlayStation, I try doing everything, but I still feel depressed because of my stutter. I'm thinking about turning to cigarettes because depression and overthinking have really destroyed me and my health. I would really appreciate any advice.