I agree with most of what's been said on here (I've forgotten now what I just read, but anyway).
First, I can tell you that I beat my depression by simply deciding that I was not going to be sad or angry or depressed anymore. You always feel those things coming on, so what I did was figure out a few things that always make me happy (like puppies, kittens, etc) and when I felt all that depression mess coming on, I stopped and forced myself to think about those things and forced myself to feel happy. We know what happy feels like. You can force yourself to feel happy. It took a LOT of work and a long time (we'll say 3-ish years), but now I am rarely bothered by those feelings and I know how to stop them. You have to be a warrior, but it's worth it. I literally sat down one day and said, "I'm tired of being depressed and by god, I'm not going to anymore." I firmly believe that most anything can be overcome through a sheer force of will.
Second, and this has been said, I think confidence comes from an acceptance of failure. You have the right to try things and to fail at them. You can't succeed if you don't try at all. Once I allowed failure to be an acceptable thing within myself, a HUGE burden was lifted from me...not only that, but I think I'm much more successful now because I was able to find myself and what I wanted to do once I allowed myself to fail.
You have to learn to like yourself. I like myself very much and if someone doesn't like me, then that's their loss. That attitude might sound arrogant, but you'll drive yourself crazy if you try to be someone that other people like.
As for finding things that you like or might want to do, that just takes some searching. Stopping feelings of apathy will take some serious work, but you can do it, again, through will. You just have to be determined to feel something. I learned what I wanted to do while I was working at a job that I absolutely loathed. I processed health care claims...it can pay the bills if you stick with it, but after a year, I realized I'd rather flip burgers for the rest of my life than spend another day at that place. While I worked, I thought about all the things I could be doing (and I had a LOT of time to think...claims processing is mindless work). After I considered many, many options, I determined what would make me happiest (writing fiction and teaching at a university). It takes time, but you can do it.
The key is to not give up, no matter what setbacks you may have. You won't stop being depressed overnight. I've always heard that it takes 3 weeks to create a new habit (and something like 30 days to break a habit, so be patient and allow yourself to fail. Your life is yours to live and do with it as you choose. You only need to make yourself happy. If you make yourself happy, others will be happy for you.
As for the physical stuff, the key is working with what you've got (I think this was said earlier too). There are very few people in the world who have the bodies that they desire, no matter what their gender status (even the most beautiful models have body image issues). Look at what you've got and be happy that you have it. I was always told that there is always someone worse off and that's true. This goes along with the deciding to be happy thing too. If you are happy with what you have, then you'll be happier in general. I'd love to be 6'1", but I'm happy with my 5'6.5" frame. Never beat yourself up over what you don't have. Celebrate what you do have.