I think, you did not real accepted Jesus as your Savior and Lord. Jesus promised, if you accept him from your heart and say it with your mouth that Jesus is Lord, you will be saved, and he will give you a new heart and a new mind. He will write his laws in your heart, and give you the Holy Spirit to guide you. You will be filled with joy in your heard ad there no room for depression and unhappiness. John 3:16, Roman 10:9. Read this and pray from your heart. Thank you for being honest! God bless you my friend!