Depression Support Group
Depression is a real and debilitating condition that is often misunderstood by family and friends. Its meaning can range from a prolonged period of sadness to an actual mental illness with specific symptoms. Find and share experiences with others who are going through the same struggles.
As far as not knowing what you want in life, you're 21. (i looked). A majority of young people don't know what they want yet. Even the ones going to college (forced by their parents). You don't have to know. Ever really. Meditate on what you would do if time and money were no object. Start there. See where that takes you. You may find yourself no longer lonely.
PS depression is a gateway to enlightenment.