If you've never done anything before, I wouldn't start with crossfit. In my opinion, It's great for people who are in shape but it's not super scalable and has a high burnout/injury rate.

Is there something you're interested in? Like running? Couch to 5k in the sidebar is a great resource to start.

My advice would be to start slowly.

Find something that sounds interesting, "I'd like to run a 5k", "it'd be great to do a pullup", "i would like to tear iron with my hands". Find a program/routine that will help get you there. Then start as easy as possible, like super easy. If the specific program doesn't have easy enough variations start find another. Day one should never make you tired/sweaty/sore, that stuff is for later. Day 1 goal should be so you come back to day 2. Day 2 can be a little harder, but day 2's main goal is to get you back to day 3.

Slowly build up so when it's actually at a point that might be a bit challenging it's not such an overwhelming thing.

Try not to skip any days(in the program, you can totally have rest days those are cool and good), don't let an off day be a day off. Feel free to phone it in, but do some of it. You got it.

Start with the planck length. Not, how long you can hold a plank, but rather the smallest length you can possibly go to on a fitness journey. I read Atomic Habits recently and James Clear talked about how success is best made from many continued 1-2% improvements. You don't need a habit of going on a run, you need a habit of getting out of your chair and on your front porch. He talked about a man who committed to going to the gym for 5 minutes. He diligently made it to the gym, did precious little, and left for a long time. Eventually the rest took care of itself because this man started identifying himself as someone who doesn't miss a workout.

To that end, proper, fully fleshed out diet and exercise lifestyles are tough. It's a confluence of skills and a transcendence of environment. Think of fitness more like learning to play the piano. You wouldn't necessarily start by learning songs - you need to know the difference between black and white keys first. Start with skills like getting up out of your chair and standing on the porch, not even taking a walk. Maybe find a college level nutrition book to read about macronutrients. Maybe learn how to read nutrition labels. A bunch of skills like deciding it's time to work out, planning meals in advance, having a workout plan, and knowing how to track progress will develop over time, but they're made from 1-2% gains.

were there any physical activities you enjoyed doing before you were depressed? i would start out with that. you should try to look for something you can have fun with and that doesn't sound like a chore.