I've been pretty open about dealing with depression/anxiety on here in the past.
Its an awful thing I wouldn't wish on my worst enemy. It sucks and you feel lost, hopeless, like a burden while at the same time knowing that it is an irrational thought.
Go to therapy, listen to your doctors and continue to challenge yourself. As other have mentioned, go outside, volunteer, go for a run, things you enjoy. The worst thing for me was sitting silently in my own thoughts. I don't let that happen anymore and it helps immensely.
Its a battle you fight everyday. Been working on it 8 years and its never gone, but you can learn to deal with it and in my case, I use it as motivation to never be complacent and always be striving to be a better person, friend, fiance, employee, human
Stay strong and always remember. It gets better
EDIT: I see you are going to a doctor now. That's Great to hear! Keep fighting and know you are not alone