When food is a coping mechanism it creates a horrible cycle. You set off to eat right, slip up, and then eat to cope with your slip.
Biggest tip is to start doing things one by one. Add in a new layer when you feel ready (but don't be afraid to push yourself). Too often people try to change everything at once, get overwhelmed, and reset back to square one.
So the first thing I'd do is forgive myself. Forgive myself for getting to this place. And more importantly, forgive myself when I slip up. Changing my attitude when I overeat from "Crap, I'm screwed now" to "Oh crap, time to do damage control for today and resume dieting tomorrow" is a huge difference.
Next learn how much food is healthy for you. There's an upper AND a lower limit on how much you should eat in a day. There's also important macro-nutrient (fat, carbs, protein) targets you should be hitting. Part of eating healthy is to make sure you're hitting the lower limits of those. Unfortunately RYL rules make this something REALLY hard to talk about here due to the blanket ban on numbers.
Learn to cook and love food. Try cooking different dishes and different kinds of cuisine. Figure out what you like and, more importantly, what makes you feel full and satisfied.
It gets hard before it gets easy. If you're overeating and then start eating the right amount you feel hungry for a bit. This is because your body is used to having some amount of food in it and it suddenly has less. Your body WILL adjust shortly.
Don't fall for a fad diet, or start thinking of different kinds of food as "good for you so OK to eat" and "bad for you, don't eat." The food you eat isn't as important as how much of it you do. You'll have cravings for something "bad" at some point, probably junk food. You need to learn the self control to say "I'm only having this much, and my diet can accommodate this." Satisfying cravings without killing a diet is a very important part. And remember, the best diet is one that you'll stick with.
Lastly start exercising. It's not so much to increase weight loss, but for other benefits. As you lose weight exercising will get easier, giving you great feedback that what you're doing is working. It'll also release endorphins which will help with the depression.
I'm sorry to say there isn't a quick cure for this. It's going to take a lot of trial and error, willpower, time, and forgiveness. It's the nature of the beast. But I can guarantee you that if you start today in a year the only regret you'll have is that you didn't start sooner.
If this sounds overwhelming, pick one thing from here and start doing it. When it becomes habit pick something else. One at time and you will get there.
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