You should never feel like you whine or embarrassed to talk about how you feel. Obviously, you have had an event in your life, whether you are conscious of it or not, which makes you depressed. There could also be a biological answer to that as well. When my endo took me off of hormones, he was afraid that I was depressed and the HRT was causing me to be self destructive. That was the furthest from the truth. I had other problems at the time, which he misread. Nevertheless, he did me a favor, as I have to deal with those problems first and at least this way I might still be able to have kids.
My recommendation is to find a good therapist. You should know by the second or third session if the person whom you will see is right for you. Many are not. If he/she is not, then find another.
My mother always talked negatively of psychologists / psychiatrists. If I had a dollar for every negative comment that she gave about them and how bad they are, then I might be able to rival Meg Whitman or Bill Gates financially. You can imagine my reluctance to see a therapist for the first time. They were the enemy. Period. No exception. I learned that I actually liked seeing a therapist and that I felt much better afterwards. The therapist was not good for helping me solve many problems, so maybe he was not right for me. My second therapist was terrible. Sadly, therapists are expensive.
You might also want to go somewhere, where you feel calm just by yourself and think back on your life as far back and go forward. Maybe you can write a diary. Writing might help you find what is bothering you. Maybe someone told you that you are ugly and a failure years ago and that is the problem. I definitely heard that last part quite a few times. "You will be a failure if you transition. That life is nothing but problems. It is evil. You will never find someone. That will be difficult to impossible." Maybe you heard that or something else. I do not know you, so it is hard to say what exactly is bothering you. Obviously, there is something bothering you.
The heroine is just the symptom not the cause. You have to find the cause. That will take work, self reflection, and an outside ear.