Wow, I feel similar and I am in my early 30s as well. I have taken some steps to change though.

But, let me interpret it a bit differently from what others are making it here from what I have personally experienced (I felt the same until about a year ago): "I don't think you are depressed. You just fear failure and are not very happy leaving a comfort zone. You are just not willing to let your guard down and fall on your face (letting go of a status/lifestyle). You are obviously smart and it hurts that with your abilities you have ended up in a way that doesn't make you proud."

This is purely my observation, based on what I felt, and I might be completely off the mark in your case. I still feel compelled to tell you though. So here is a bit of my story:

I had worked almost a decade in technology that amounted to nothing. I din't put the effort required to do a Masters (would have been easy for me), and I still regret that I din't take a shot at pursuing a Phd.

I desperately wanted to change the status quo, and decided to do the most stupid thing that most would recommend - "do a startup". Needless to say that startup failed, but if there is one thing I can say is that I have been the "happiest" in my life in the last decade. Now, not that I don't still have those sinking doubts about my abilities, but they don't recur as often and I am extremely optimistic on some of the things I am pursuing. But, here are some key takeaways that I have (and I hope you can maybe relate to it) -

1)"Set yourself up" - I had to set myself up. Taking the plunge - leaving the comfort zone, a well paying job, moving out of the country (immigrant here) etc, was never easy. I have an amazing wife, who has stood by me and constantly pushed me to take this plunge. She is now the sole bread winner (but was still studying when I took the risk), but she convinced me that it was worth it. I moderated my lifestyle about 4 years ago and started saving for this as well as some money for my wife's masters. It helps to plan, so please consider finding your "minimal footprint" required.

2)"Think longterm" - The problem with most is that we need immediate tangible results. If I am putting 6 months into something I need to see monetary results. I think letting go of that to some extent might make it easier to change. Obviously I lived a fairly frugal lifestyle without paychecks. The advantage of still being 30 and having a simple life is that you have at least another 30 rewarding years :). Thats how I look at it. So think how you can make your next or so years awesome.

3) "Own a dream" - Ok, sounds cliched. The problem I had was that I was not able to make up my mind for a long time what I wanted to do. Taking the plunge - "my first risk", changed everything. It sort of really opened the door to many other ideas and what distilled from it is a clear goal. I now will pursue my entrepreneurial dream for couple more years. See #1 for setting yourself up for this. In the field I am interested in, I have really very limited expertise. I am building it each day. I used to feel overwhelmed looking at how much there is t know and the really smart people already there, but I have learnt to tune out of this. I am trying my best to chip a little away each day. I try building stuff at home to see if I am learning something new. It sure feels effort wasted at times, but I think it makes me more confident. Maybe its my bias, but I think focus and hardwork sure helps someone like me who hasn't got the chops already.

Its been more than year since I made these changes and I have a failed startup to show, but I am already working on another one. In the grand scheme of things it can be construed as a "waste" but I have stopped listening to that thought or others who say it :). Hope this can help.