Yeah check out a therapist. I would love to see one, personally. I don't have very many issues in my life, but I have a tendency to internalize a lot of my feelings which is never a great thing. In fact, I blame my heart problems(and I am only 20) on stress because I never talked to anyone about anything. Haha, and you're not going to go insane. I think we all think that at some point in our life. Let your troubles become your inspiration. Hook yourself up with a therapist. Get better and then become a therapist of your own! After my heart incident, I am going to go into cardiology :).
-P.S. If you lived where I lived, I would be more than happy to listen to you vent :). Either way, just try to find something that works best for you. Have you tried exercising, new sports(mountain biking will make you feel amazing...the people are very nice too, always!), volunteering, etc. I am the most shy person in the world, and I decided to volunteer for Habitat for Humanity. I couldn't believe how nice the people were. Just give it a shot. I know what it's like to be down in the dumps and beaten around. This stuff won't continue to happen to ya though. It's mathematically improbable! If you are willing to try different avenues to get rid of depression, please please please try volunteering. I am not a social person, nor a group person, yet I felt very happy being around those people and I definitely will be going back. Just a tip from experience ;)