Do you have a hobbie or skill you use in order to keep yourself regulated?

So I was talking to my therapist and told me I needed to work in a skill, preferibly a manual skill, everyday, in order to help me cope during my depressive episodes. She mentioned things like coloring, painting, excercising but I have tried that in the past and I just feel like I they dont really help me during my episodes mainly cause I can't find the energy to even try it. She said that was the exact reason of why I had to do it everyday, sad or not... But i'm still not convinced about the options she gave me. Do you guys have anything like this? I would appreaciate some ideas