How do you break out of a deep depression?

I don't have any serious problems to warrant being sad all the time. I tell my family things that bother me but they are so inconsequential that I was just told to "suck it up". I don't really have friends and I have painful social anxiety that stops me from going out and making any. I cry... show more I don't have any serious problems to warrant being sad all the time. I tell my family things that bother me but they are so inconsequential that I was just told to "suck it up". I don't really have friends and I have painful social anxiety that stops me from going out and making any.

I cry myself to sleep every night because of how lonely I feel. Sometimes I cry during the day too, which is embarrassing at work when I can't really give a good reason for crying. This has been happening for a few months and I don't know how to fix it. I don't want to take medication that changes my mood because I'm afraid of becoming addicted.

If you have any experience with this, please share how you dealt with these problems.
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