I'm bored as fuck man. I have no idea what to do with my life when I'm not working. Videogames, youtube and other goyslop aren't fun. I'd go out but I don't know where and what for, and it's far too cold to just go for a random walk. No particular activity seems appealing, everything costs way too much money or just feels like I could take it or leave it. My friends are all busy or out of town and I hate dealing with this shit alone.
Is this depression or what? How do I find something fun to do when nothing is?
Put on a hat and gloves and scarf and lots of layers, and go for a walk already. Winter sports are a thing. People jump in frozen lakes with sections cut out of the 2' thick ice, for the fun of it. They snowshoe and cross-country ski...and go for mild, short trail walks or take their dogs for long morning walks/jogs.
It might suck, but the good news is that you can turn around and go home. But it might pop up your ennui just to get yourself out there.
Also, not every activity/action has to have the same type of immediate enjoyment. The above might not appeal to you, and as I said you might even hate it. But by going out, you've broken through the "eh, not good enough" factor and expanded your inventory of things to do when you can't think of what to do. And it also makes it easier to do next time.
Alternatively, if you have community recreation centers nearby with pools, you can usually go swim for not a lot of $. It's warm in there. (I personally dread doing this because I know I'll be cold after, which is stupid of me; ijs doing this kind of thing isn't limited to people who don't feel the discomfort or who like it.)
On the topic of miserable conditions - some youtube video autoplayed for me the other day. It was British royals - William, Kate, Anne, and Mike Tindall, the pro rugby player who married Zara Phillips, Princess Anne's daughter. Some show about rugby, but the general topic was sport, as all of those 4 folks are very sporty (Anne went to the Olympics, as did her daughter; Tindall was a pro athlete; Kate played lacrosse and like William is super-sporty in general).
They were asked about whether there was anything they didn't like when they played competitively, and both Tindall and Kate complained about/related the misery of playing sports in rain and cold and how awful it was. I was actually surprised - here was a pro athlete and Miss Sporty Head Girl saying how much they
hated playing in bad conditions and being cold, etc. Tindall especially surprised me, because rugby is a miserable, painful sport in general, often in mud and uncomfortable conditions. So I'd have assumed he wasn't bothered - but I was wrong. He really, really hated when the weather was bad. And I think Kate even said how the only good thing was knowing that after the event she'd be able to get warm and comfortable again. ...and yet loathing the pain/discomfort didn't actually turn them away from doing those activities.
Alternatively, think of a warm food you enjoy, one that takes a recipe - soup, chili, a pasta sauce, a casserole - but that you haven't made. Research ingredients, buy them, and spend an hour or two doing that. If you're not skilled with cooking (or even if so) the types of things I mentioned are hard to screw up. And can easily be pretty inexpensive to make, for a dish that you won't finish in one sitting - so can separate the leftovers into meal-sized portions, put a couple in the frig and the rest in the freezer, and you'll have a meal you can enjoy and be proud of for days.
I want to add that if you limit what you do to what you know you like to do, you're creating a very small world, which means very small or few opportunities.
And also, every single you do doesn't have to be a fantastic (or especially a guaranteed fantastic) time that will unlock the secrets of the universe. But the more you do, the more likely it is you'll find and refine things large and small that round out your life and even give you some joy and contentment.