If the answer to the question is "yes" then I have an idea for you. All it takes is a piece of paper, a pencil or pen, and yourself(of course)
Write most or all of your problems in life. Then, crumble it up as tight as possible and throw it in the trash.
I promise you that you will feel much better. Being sad all your life is bad. It lowers your self-esteem, and you don't want that.
Find the good things in life and hang around positive people.
[spoiler]I just gave you therapy. You're welcome. ^.^[/spoiler]
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I've been diagnosed with major depressive disorder and I can guarantee you if you nut on the paper it'll help