Hi Eric,
I am not a professional psychologist, but I hope my suggestions can help.
Before comprehending Tilakkhana, you need to set up the proper background, as Lal has said.
It is a good idea to stay away from doing dasa akusala. Furthermore, you may need to ponder more deeply about why you are doing some of the things you do. Do you have any deep-seated anger, guilt or feelings of worthlessness directed towards yourself?
If you have any unresolved issues from the past, you may need to keep a journal in which to record down your thoughts. When and under what conditions do you feel most depressed? Look out for recurring patterns in order to forewarn you of any potential relapse.
You can contemplate on metta, karuna and mudita too.
In the case of metta contemplation, you may start off by genuinely wishing that you will be happy. Sincerely feel happiness well up in you. Maybe you can recall back to a time in the past when you were genuinely and deeply happy, if that helps. Cultivate good thoughts of loving-kindness, generosity, wise faith in the Dhamma, and so on.
In the case of karuna, you may sincerely wish that you were free of suffering and its causes. Imagine your sadness ebb away from you, leaving your body in a dark cloud, or whichever imagery works well for you. But at first, it may be a good idea not to dwell too long on negative feelings. Remember the Buddha said to suppress any defiled thoughts not yet risen and to stop any defiled thoughts already risen.
As for mudita, whenever you perform a kusala kamma, such as helping others or giving to the needy, take a moment to rejoice in the merits gained. Think of any possible, beneficial reverberating effects of your good deeds.
Do not rush this. The process will take some time. May you be well and happy!