"I think it's a great idea. Just, remember, that you do have depression...

...and prepare accordingly."

Go ahead, jump out into a new place, something different. And take care to create a support network. If possible, go somewhere that the support network will be built in. But, whatever you do, make sure you have somewhere to go on the bad nights. People in general to socialize with. Enroll in a class. Do . not . allow . isolation.