I'll tell you what, it's all about confidence and a sense of perspective. Also, while you shouldn't feel arrogantly entitled, keep in mind that a "normal" life is your right and other people/things shouldn't be affecting how you feel about things. They're your feelings. Adopt a positive attitude and always remind yourself that things could be worse, even if you aren't into it. Setting certain behaviors and atttitudes will begin to translate into genuine positive emotions.
That's how I fixed my problem anyway. I wasn't depressed so much as insecure and ineffective, but a lot of people confuse having loads of insecurities with being depressed anyway.