First off, you probably want to figure out if your nihilism is due to philosophy or depression. Would you normally enjoy and value things, but idea of finite life gets in the way? Or would you have difficulty seeing a point to things even if you were suddenly granted immortality and the heat death of the universe was averted?
Either way, it's difficult to give a definitive solution, as different things work for different people. That said, if the problem seems to be philosophy, it might be worth noting that the satisfaction found in a good moment isn't a function of anything that comes after it. If you enjoy something, or you help someone you love, or you do anything else that seems valuable to you, the fact of that moment is unchangeable. If the stars die in heaven, that cannot change the fact that you enjoyed something. Another possible solution would be trying to simply not think about it. I know that sounds horribly dismissive, but it's not meant to. In my own life there have been philosophical (and in my case religious) issues that I never managed to think my way out of... but when I stopped focusing on the problem it went away. I managed this only after getting a job that let my brain say "okay, worry about God later, we need to get this task done first!" If you think it would help, finding an activity that demands attention might help (if you feel that your brain will let you shift your attention; if not this might just be overly stressful).
If the problem seems to be depression, adrafinil and/or modafinil are extremely helpful for some people. Conventional treatments exist too of course (therapy and/or anti-depressants); I don't know anyone who has benefited from therapy (at least not that they've told me), but one of my friends had night and day improvement with an anti-depressant (sadly I don't remember which one; if you like I can check with her). Another aspect of overcoming depression is having friends in the moment and a plan for the future, not a plan you feel you should follow, but one you actively want to. I don't know your circumstances, but insofar as you can prioritize socialization and work for the future, that might help.
As for the actual question of self-improvement, people vary wildly. An old friend of mine found huge improvements in her life due to scheduling; I do markedly better without it. The best advice I can offer (and this very well might not help; drop it if it seems useless or harmful) is three things:
Don't do what you think you should do, do what you actually want to (if there isn't anything that you want, maybe don't force trying to find something too quickly either). People find motivation in pursuing goals they actually find worthwhile, but following a goal that sounds good but doesn't actually excite you is a recipe for burnout.
Make actionable plans-if there's something you want to do, try to break it down into steps that are small enough, familiar enough or straightforwards enough that you can execute the plan without feeling out of your depth. Personally, at least, I find there's a striking "oh, that's how I do that" feeling when a plan is made sufficiently explicit, a sense that I'm no longer blundering around in a fog.
Finally, and perhaps most importantly, don't eliminate yourself. That is, don't abandon a goal because it looks difficult; make someone else eliminate you. This is essential because many tasks look impossible from the outside, especially if you are depressed. It's almost the mirror image of the planning fallacy-when people commit to doing something, it's all too easy to envision everything going right and not account for setbacks. But before you actually take the plunge, so to speak, it's easy to just assume you can't do anything, which is simply not true.