What I'm getting from reading these responses is that exercise can alleviate some of the crushing effects of depression, but because it's difficult and time consuming, you'll need a better reason for it than just "I'm suppose to" otherwise you'll just be making your life harder and creating an unhealthy relationship with exercise.

Everybody has to fight through the first few months to genuinely create a good workout habit, but if you start small (such as a 20 minute walk 3-4 days a week), you'll be able to ease into the really good stuff without so much hardship. The plan is to be working out for life, so what's the rush?

I believe the army created negative associations in me about exercise, since they used it as punishment and I always had the anxiety of my next PT test hanging over my head. It took a few years to disentangle myself from those connections and begin working out the way I wanted to and really seeing the results I was looking for. Now, after ~5 years of very frequent exercise, I'm finally getting to the point where I feel like it's a net positive to my mental health.