How can I grow out of depression and be happy?

I am very depressed and want to cry out loud. I even have had suicidal thoughts. I don’t know clearly the reason of my depression, it seems many small little things taken together have affected me.
I don’t just want to come out of depression but actually learn how to optimistic, how to control my behavior, how not to cry over small little things, I want to be cool, calm, composed and in control of my mood and behavior.

If you have time you may read this short story of mine:
“I used to be damn intelligent.I was topper in my school days until my 10th class.But in the 10th final exams I didn’t scored as to my expectations. The problem was with my speed and time management. I was seldom able to complete my paper, though I used to know almost everything but the point if I can’t show it to my teachers on my answer sheets? As a result I got less than I deserved. The 10th class is the first certificate examination here in India. So no point of me having topped or how much good marks I got in earlier classes if just scored a little above average and below my expectations and capability in certificate exams.
Then it comes the 11th and 12th class (maybe you call it high school). This is the time when we decide which field we have to choose like medical, non-medical, commerce or arts etc. I was confused what to do and I was also low on confidence. I took up both medical and non-medical together because I thought this is what ‘intelligent’ people go for, either doctors or engineers.Eventually, maybe, because I was unclear what I have to do I concentrated on none of them. Yes its my fault but it just happened. This was the time when I should have been focussed towards my goal, my dreams, this is considered the most important time to shaping ones career. I was even low on self-esteem. I thought I would never get what I deserved so why work hard? And specially because I was unaware what I wanted to do? Whats interests me? What I was good at? The second certificate exams are the 12th class exams. I didn’t took the Biology exams and just gave the Maths exams because I thought for Biology I will have to study a lot but for Maths I can manage to pass just learning formulas; took an easy way out I guess, shouldn’t have done this.That means I left the medical stream. For I was doomed to have bad luck, during my 12th exams days I had an throat infection. The medicine that doctor gave me caused drowsiness. I didn’t wanted to take this but someone had told my mother that if not taken care of the the infection could become severe and I may have to get admitted, as had happened to their son earlier. So my mother forced me take those medicines and I used to be in a state of sleep in my exam time. Sometimes water started coming out of my eyes due to itchiness in my throat and even during the exam. I don’t know how I managed to pass.
Then comes the Engineering entrance exams. These are must to get into a good Engineering college, and most of the students take coaching for this. Students give this exam more priority than the 12th class exams for this reason. I hadn’t taken any coaching and I didn’t know how to go about preparation for the same. Their are many entrance exams like the national levels, state levels, those for IITs etc. I didn’t do well. Somehow I got a descent rank in state level and got a descent college. But I wasn’t happy because I deserved better if I had prepared well and secondly I didn’t actually knew if this was what I wanted to do.
I even had an opportunity to go to university for engineering with the state level exam rank itself. But I chose a college that was affiliated to some university which I didn’t felt was good. This was probably because my father was to retire from service the following month and we were to shift to a new location. I had chosen the college at that same location.
I am reserved and a bit introvert. I don’t know if this was my default nature or it was result of low confidence and low self-esteem. People who were from the same location had many friend they knew from their schooldays and those from distant places were hostelers so they became friends with other hostelers. I was new to that location and was not even a hosteler and I due to my nature had difficulty making friends too. I didn’t liked the college atmosphere.
Since I hadn’t studies well earlier so my basics were not clear. I had difficulty with studies again. I was also having a feeling of under-achievement. I don’t know why but I thought of giving a try to national level exam again. But I was worried that I wouldn’t do well in my college then. So I had to focus on two things now, I actually did none of them properly. In my national level exam I did worse than earlier.
I do also have had other teenage problems like pimples. Though it has reduced a lot now. I became socially withdrawn. I don’t have any gf too because noby want a socially withdrawn depressed guy. I am very lean and thin. I used to chat a lot online for some reason, stopped that now. Their were two very good ‘female friends’ of mine. One stopped talking to me because she said she had her break-up because of her online friends, she had only two online friends including me. I don’t know why the other one stopped, she used to say she adores me and admires me and stuff like that. This was not her sympathy ofcourse because doesn’t know about my condition. And I never took her in any wrong way, we were just friends. She stopped coming online. But she also called me one day, I hadn’t given her my number. She stopped calling then, I thought she was just busy. But didn’t wish me my birthday, which she obviously couldn’t forget because I share my birthday with her father. How could she do so to me?
I started thinking that something has gone wrong with my brain. I have consulted a few psychiatrists too. One said I had adult ADD and that I should begin treatment immediately, I didn’t. The other gave too many medicines, I bought them and then thought it was stupid to eat these until I am sure about my problem and so I returned them. Another psychiatrist tole me it was depression and it has been left untreated for long that it has become severe. She asked me get counselling every third day. I have never shared any of this with my parents, maybe because I am worried about their health because they are old-aged now. Or maybe because then their behavior toward me after this would worsen my situation. So I was lacking money and couldn’t get counselling sessions. She gave me anti-depressants for 10 days. I took three and stopped. I felt it was foolish for me being under 20 to take anti-depressants at such a small age. I consulted another psychiatrist. My main problem had been with studying or say lack of attention so he gave me ‘Methylphenidate’ tablets, you may call it Ritalin. It felt good, I studies for long hours and thought mu situation will improve with this only. But I have researched a lot about this on the internet. It is dangerous and addictive. I have felt my heart pounding or beating strongly at times. I am worried and my parents don’t know I am taking this drug, I feel I am being unfair to them.
I feel nobody understands me. I feel everyone is so closed-minded. I have become short-tempered and become irritaed easily. I have friends in college but not close enough friends. I feel ashamed and have no answer when they ask me ‘why don’t I study?’ . They say me that I neither enjoy my life nor do I study. I feel terrible after this.
Adding to my misery, few months back my cousin dies and we suspect a murder. I had never seen any dead bosy before in my life until this one. I can’t explain how it feels.
Its 4 year engineering degree, 2.5 years passed and 1.5 left. But I have many back-logs. I don’t find any way out of it. Due to this academic failure of mine neither call my earlier childhood friends nor receive their calls who knew me as an intelligent person. They have stopped calling now.
I feel I am having memory loss now and I mistype a lot now which wasn’t since 2–3 months back. I start hearing things that are not told, like someone was talking about say ‘X’ person by saying their name and somehow felt they were talking about ‘Y’.
Their was one online guy who said he was kinda psychic and reads ‘signs’ and that told fortunes fom left over coffe in a cup and read palms. He said I am intelligent without seeing anything, we were just chatting the first time and didn’t game him any cue. I sent pictures of my palms, he said I was bright and I didn’t apply myself. Even my ‘college frinds’ say I am intelligent and that I am ‘wasting’ myself.
I am not sure the reasons I have cited for my so and so behavior above are actually correct, I might be wrong about myself
I have never talked about this thing to anyone. I have for some reason kept it to myself.”