Aurora, I don't know your situation, but I can tell you how I got out of it. At first, I was very, very insecure. I always felt people were judging me, etc. The more people I saw, the more insecure I became. I hated school, I hated party's, I just wanted to be on my own. This wasn't everything, because I suffered from severe existensial depression as they call it. I couldn't find a reason to live for. The things I liked, composing music for instance, I just couldn't do. If I made a little piece I didn't like, I deleted it. If I made something I did like, I was too afraid of screwing up that I never continued on it again.
However, I am out of it now. Out of that hole. The most important thing I learned is that the future and past only exist in your mind. You worry about the future and feel bad about the past. You wait for that single thing that will make you better to happen. You ignore the moment, the now. The now is the only moment that will ever be, and that created my purpose.
It just is.
Accept the things the way there are, the way they were, and the way they will be. That way, you will create no more pain for yourself. I know this sounds really abstract and maybe weird, but the key is not to create any more pain. Simple as that.
I have loads of tips and tricks that can help you achieve such a state, but I don't know whether this is the right way for you. It might be way to spiritual. But I want to say this, I was, and still am, an atheist, God has nothing to with this, and it really, really worked for me. I do things now I never would have done before.
Try to keep posting, it helps, a lot, and if you want to try to lighten your depression by means of spiritual philosophy's, I will give you a whole bunch of things you can try :).
Keep on smiling!
Acceptance is the key
Existential depression and Insecurity
Try to keep smiling! :)