If you truly want a relationship with your father, and do not have one, it is going to hurt. Of course it hurt you to learn that your mother and father were not who you thought they were. Children live in a fantasy at times that their parents are the most perfect and wonderful people in the world, and when they let you down by telling you that they weren't your real parents, it was devastating. You may still be feeling some of that devastation as an adult. The only indication that our circumstances are affecting us as adults is when we act out or have emotional problems.
Depression is often a red flag that there are unresolved issues for the adoptee.
I want to address the issue of your mother. Again, I see abandonment written all over this situation. I realize that you may never have a mother -daughter relationship with her, but the fact remains that she gave birth to you. It sounds like she was a very irresponsible lady. Having three children by the age of eighteen is about as irresponsible as it gets.