If your depressive symptoms are present for 6 months then it is most likely a clinical depression rather than associated with your retirement or other life circumstances. You can start with either your primary care provider for an initial screening and assessment or seek therapy to address psychosocial stressors or conusult with a psychiatrist for a full evaluation and treatment.
I think it would be useful to see someone for supportive psychotherapy to help adjust to the changes, and also start some social clubs and groups for new retirees. Meetup.com may have some suitable groups in your area. Are you married or in a relationship? What does your partner have to say? Scheduling morning activities like walks, making breakfast, spending time outdoors, volunteering can all help.
Another option is to see if you can return to some contracted or part time work for a few hours per week depending on what you do .
If symptoms persist and are disabling, medication may also be an option, especially if you have suffered from depression in the past, but you would have to see a psychiatrist for an evaluation.
It is possible that you have feelings of sadness because you are adjusting to the loss of your job, being a retiree requires that you transition to a new life which may include a different financial and social setting or status. It is important, however to distinguish true depressive episode from a life adjustment process. Your primary care physician or internist should be able to screen for major depressive symptoms and refer you to a specialist and/or discuss your treatment options. Other persons that can help will include, family members, clergy or co-workers/friends. In addition, you may look for a list of providers within your area at websites like psychology today or the american academy of psychiatry. If you have insurance or medicare they also have personnel that can help you find a provider, by calling the insurance customer telephone number. It is important that you don't delay in calling your primary care physician or explore these sources of providers so that you can get the attention you need.