Depression is par for the course ... almost. Read the article "Emotional Perils of Mathematics" that appeared in Science, Vol. 149, No. 3687, p.1048, Aug. 27, 1965. After reading that you cannot help but ask yourself, why do we do what we do. So, how is this supposed to help? Well, realizing that it happens to everybody and that you're not that different may help. In particular, there's nothing wrong with you.