I had to stop reading this on my phone and get on the PC as I knew I'd be writing a lot for this
First of all, sound advice from almost everyone who replied so thank you all in advance for helping or trying to help. One of the best thing for someone with depression is to ask for help and to receive it so a genuine pat on the back for the OP for asking for help and for those that replied. Depression makes it extremely hard to ask for help especially for men as asking for help can be seen as a sign of weakness and we've had nearly 3 generations of self controlled and muscle bound action superstars from Hollywood to enforce the idea of the alpha male as the guy who shows no emotions and needs no help.
To fight depression first admit you have it, own it, ask for help, talk to your close friends. Men tend not to admit such things to even their best friend because again, they don't want to show a weakness. Hollywood is not fully to blame, some of this is hard wired into our brains from our ancient ancestors and can even be observed now in the animal kingdom. Once an alpha male of a pride or herd shows a sign of weakness, it straight away throws a message to the others to challenge his seat. If your friends dismiss your illness with condescending remarks then you need to cut ties because those are not friends. This brings me to another point, depression is a medically diagnosed illness and can be identified and diagnosed by general practitioners if you feel like you are far gone into this and you pose immediate danger to yourself or others then seek professional medical help it can save your life and change it for the better. One of the best thing I did was when I sought help before I did something stupid. I wouldn't be writing this right now if I didn't.
I was like you to the point that it's scary to think where I was. I have been single almost all my life and I'm 27 now. I had a 2 week girlfriend at the age of 16 to which she dumped me and being a beta was probably the reason. Since then I went through a lot of stress as my friends around me changed girlfriends on a regular basis and I couldn't even keep one. I also had the habit of supplicating to women. I listened to their problems and acted like the gay best friend that most girls have. At the end of the day I got angry at myself as I wondered why they went for the douchebags they told me they hated and didn't go for me who listened to them. I moved countries and came to the UK at the age of 17. The same story here, not only did I lose my friends and had to make new ones but it was a totally different ball game. I was still lonely. Hated my big protruding large front teeth. I was skinny and weighed about 47kg at the age of 22. The stress accumulated and at the age of 22, in my second year of university, all the things I bottled up for years came crashing down. The stress became a full blown depression. Regularly cried at night, I didn't do a single assignment at university and I was on the brink of being expelled. My hygiene was questionable as I didn't shower for days and I only went out of the house to attend my seminars or lectures which meant I'd stay indoors for months if there were no lessons. I barely ate and survived on a meal a day. I had stress ulcers all over my mouth. Most people get one or two, I regularly had 3 - 6 mouth ulcers and they were painful, I could barely talk or eat.
It got to a point where thoughts of suicide started creeping in and that was the turning point. I lay in bed telling myself that It would be better if I slept and never to wake up. That was when I realised I needed help. I ran straight to the university counsellors. They gave me counselling sessions for 16 weeks and referred me to my doctor who didn't like the idea of 'happy' pills as a solution so I stuck to therapy. Through all this, I didn't tell a single friend what was happening to me. The counselling was great, it taught me to talk about my problems openly to a stranger who I didn't even pay to have them listen to me. I started going to the gym and exercising as it does genuinely help. Depression makes you feel negative about anything and exercising releases feel good hormones so the more you exercise the more the hormones balance each other out. So there is a genuine evidence to all those above claiming exercising helps combat depression. It truly does. I also learned not to care. I realised I have my own problems to carry and I didn't need to carry other people's emotional problems.
I also learned not to associate happiness with material happiness and women. I had to learn to love the skin I live in. I embraced my two large teeth. I could never openly laugh and smile as I couldn't put those things on display. These days I laugh and smile so much that I feel like I can financially profit from my teeth by renting them as advertising space! I forgot about women and everything else and simply focused on myself. To be happy is first to accept yourself FULLY and to embrace your shortcomings and turn them into your endearing features or your "what makes you cool". Stop saying you're lonely and instead tell yourself you're independent and free to do whatever you want. The best friends I hang out with now were from high school and we hang out regularly on weekends but one of them got into a LTR and on a regular basis his reply to most meet ups is to "check with the Mrs" and most of the time he brings her along. So really, relationships are a hassle at best and don't get me started on marriages!
Women are like good vibe radars. When you feel good about yourself and radiate that positive energy, they just come running like crazy zombies that saw flesh. They are attracted to it but can't explain it. And there's not much to think about really. They are hard wired to seek out the alpha male for procreation. This is something that has been coded in our DNAs from our ancestors. Feel good about yourself and radiate that positive energy and you'll start to see those IOI. They'll start asking questions out of curiosity like some sort of vetting questions because they just don't understand why you have that power of magnetism. I learned to accept myself around the age of 23 and found about PUA only last year which was a game changer as I learned about IOI and body language which gave me an even bigger boost of confidence.
I could sit here and write for days but let me stop here and say this. Your fate is still in your hands. Exercise more and don't just do cardio but incorporate powerlifting. Whether you do Starting Strength or Wendler 531 programs that's down to you. Put all this PUA things on hold and first achieve stability. Don't try to juggle balls on a moving train, let the train stop first. Achieve inner stability first by accepting yourself and women will just start circling you like a pack of hyenas. Happiness doesn't come from those certificates on the wall, the car parked outside your mansion. Ever helped someone and made a difference in their lives and it made you feel so happy and it always makes you feel happy when you remember it? Helping others can be part of your happiness because it gives you a positive and genuine purpose that YOU make a difference and not just that but you get to meet new and interesting people improving your social skills and you'll have an abundance of stories and events you can talk about. I have the best conversations with homeless people. Why do you think some celebrities with all their money still kill themselves? Why do you think most celebrities are working tirelessly for an ethical cause? Money and fame won't get you far when it comes to genuine happiness.