I’m going to assume I’m addressing young people, and then my advice would be thus; Even if you’re tired of school, try to buckle down and take it seriously. You may not always learn something that you have use for, but the grades you get are hard currency in the big bad world, and if you don’t get them early, you’ll be wasting a lot of time later on.
And pick a career path early in life and work hard towards it, it doesn’t matter if you change your mind later, what matters is getting a foot inside the door somewhere, anywhere, so you can acquire some form of work experience. Don’t expect things to just fall into place by themselves, if you don’t know your path in life, you’re not magically going to wake up one day and just know it. Having a job while you’re considering your options however will alleviate a lot of pressure from you.
Don’t trust society, religion, history or the media, be critical and make up your own mind, don’t swallow them prechewed from others.
And one more thing, always strive to overcome yourself and your own doubts, better you make a fool of yourself for one hour, a day or a week, than to regret a lifetime of lost opportunities.
As for your problems, I can offer nothing but the obvious, therapy and possibly medication. Sometimes depression stems from synapses not firing right, that can’t be helped by anything other than medication.