Hi I too felt (and to some extent still feel) that my depression is something I've bought onto myselfand that the issues I am faced with are no different to those faced by many others and they weren't feeling like me. However going to see my doctor really was a positive step. Immediately after a long consultation I felt less alone, he made me see that depression wasn't my fault, but like getting a cold, was an illness - WHICH CAN BE TREATED. The medication he prescribed had a positive impact on my mood withing weeks. Unfortunately after another few weeks I "plateaued" and I have the dosage increased. Again though, talking with my doctor helped me feel that conquering depession was possible, it is just going to take time.
I still have feelings of worthlessness and hopelessness but these are (with the help of the medication, and typing this to you) being interspersed with periods of more positiveness. The problems and worries are still there, but I know in time they will become something that I manage, rather than they managing me.
Hang on in there, talk to your doctor, s/he will understand and help you to find a way of coping. Take care