You may feel worthless and hopeless, and you may get no pleasure from the activities you used to enjoy. However, if you are having suicidal thoughts or have a plan to kill yourself, you must get help right now. If there is a 24 hour crisis hotline in your community, call it right now. Or link to this excellent page about suicide and read it. You should also find a counselor who can see you immediately or go to a hospital emergency room and tell them you are suicidal.
Depression is an illness of the body.
It changes the biochemistry of your brain. If you are depressed, your judgment, thinking, memory, concentration, and insight can all be badly disrupted. I stress the point about depression being an illness because there is still a powerful myth in our culture that people who are depressed are just being lazy, or feeling sorry for themselves, or trying to get attention. None of these is true. There are many ways psychotherapists treat depression.