So... I moved from my hometown in order to go to a better university

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So... I moved from my hometown in order to go to a better university so I can get a physics bachelor.
I live alone now.
The thing is... I have depression, and It's only been a week since I moved and I already started to hesitate about commiting suicide.
Classes start tomorrow, so I'm looking forward on keeping myself busy.
The thing is... when I'm alone, I start to get depressed again. It's slowly killing me.
Also long distant relationship with emotionally dependant gf that's also the only person besides my family that I'm used to talk.
I'm pretty asocial to make new friends.
What should I do?

>Inb4 commit suicide/break up with her to a better relationship