In my experience, self-medication is a symptom of the need of medication, in general. You just have to find the right medication. Avoid benzos if you can, though. They are extremely addictive.
Depression, dysthymia, ADD, ADHD, AED, for example, aren't things you can just will yourself out of.
People who have experienced profound sadness at some point in their lives tend to assume depression is the same. They will then advice (with good intentions) people who are depressed to do what they did, since it worked for them.
Just change this or that habit. But it's not how it works in reality.
Also, there's nothing wrong with being alone, and there's nothing wrong with feeling bad. Society pushes us to be at the top of our productivity at all times, which leads us to feel guilt when we need to rest. Mental health IS health, and it requires time, in the same way you'd need time in bed if you had a surgery or whatever.
Finally, there's no end goal in life. Life is meaningless. No matter what you do, if you're enjoying yourself, it's good. If you watch TV all day everyday for the rest of your life — that's perfectly fine. There's nothing wrong with it. It's YOUR life. Nobody can tell you how to live it.