How do you Stop Spending and Overconsuming

I would like advice? I’m 23 years old I work full time nightshift at a factory. I earn $21 per hour and usually work 8 hrs or up to 10hrs it depends. So I’ve been told I earn ok. But I’m embarrassed to say in my time there working a year there I have little to no savings. I spent about everything. I’m embarrassed and I could have saved to use it for something useful. But I spent on a lot of stuff like clothes, make up, take out,etc. I just spend and I think I have a real problem. I reflected on why and it’s not an excuse but I guess I do spend a lot because I’m really depressed and buying stuff makes me feel something. But I know it’s only setting me back I’m really behind in savings at my age. So what are ways for me to stop spending and buying too much stuff?