What do you want to say about depression in Hamlet? Once you know what you want to say, you need 2-3 reasons or examples that prove your thesis or main point to be true. Find quotes in the play or from published experts that also support your thesis. The following simple outline may help you to organize your paper:
I. thesis (main idea about depression you want to get across)
A. first idea/reason why thesis is true
B. second idea/reason why thesis is true
C. third idea/reason why thesis is true
Before you can write your introduction, you need to formulate a thesis about depression. What point are you setting out to prove about this topic in the play? Is your focus on Hamlet? You could, for instance, examine the role that depression plays in his delay in seeking revenge against Claudius, or you could tie depression to the disease and decay imagery in the play. You may have another idea altogether.
I teach my students that your introduction should lead directly to this thesis, usually the final sentence in the opening paragraph. You can begin with an opening generalization about depression and then offer narrowing examples with explanations before presenting your thesis. Another approach is to begin with an opening quotation from the play relevant to depression. The first sentence should identify the speaker and context. Another couple of sentences would explain the significance of the passage, and then you present the thesis.
Share your thesis, and I can offer more specific suggestions.