This is a tough situation. Feeling depressed is probably natural in these circumstances. I know it's rough, but if you're seriously feeling like you don't want to live, you need to find professional help. Maybe get on anti-depressants? I know they have helped me when I was pretty damned close to just shutting down.
Things will get better, but you'll have to work on it. There is a long road ahead of you, of me, and everyone else in the beginning stages of a transition, or thoughts of a transition. As the saying goes, it'll get worse before it gets better. But it WILL get better. We just have to work really hard on it.
Don't give up just yet. It's a rough thing for everyone to digest, yourself and family included. It's a big adjustment and it can be a world changing thing. You have to keep going along though, even if it hurts some days. Maybe even go to an LGBT center if you have one, or try to find a support group of some kind that is in a similar boat as you. It may help out.
These things are just apart of our transition into becoming who we really are inside. Don't let it rule you though, let it free you. You will be alright, but I strongly suggest getting some extra help through these tough times.
Jerred