First thing you should know, you don't have to feel ashamed and you're not a freak or anything. It is way more common than people might think. But you also got to be strong.
2 years ago I was diagnosed with depression and psychotic behaviour. I lived and still live far away from my family because I study at a public university. Even though I live with some friends, I got lonely... I had lost the faith about myself and thought I was unable to do anything useful, I was so miserable that I was ashamed to go out in the street to buy lunch because people would see how miserable I looked. I started taking an anti-depressive and an anti-psychotic and weeks later I stopped being so miserable, not happy, but at least not so sad.
I eventually got through this, I think the key to getting healed is to solve whatever made you lose the faith in yourself, find out why you're so insecure, why are you not happy. And I don't mean blaming your friends, parents, God, bad luck or destiny for your misery. I mean digging deep to find the reason you're in this moment in life. Although the pills I took helped me keep stable it was my psychologist that helped me to know me better and make me stronger. I recommend you trying to find a good one. Just remember, a psychologist's job is to help you find the right path, but in the end it is up to you to follow it or not and, trust me, it is not an easy road.
Another thing I would like to mention, depression is a kind of desease that doesn't get 100% cured. Even if you someday stop taking medicines, it will still hunt you for a long time and it's up to you to be strong to keep it away. As for me, I am in a very difficult place in life right know and I'm impressed with myself for not falling for it again.
I wish you the best, be strong! I have no doubt that you can do it