I found college completely crushing, especially because I'd built up wild hopes for it as an escape from my unhappy childhood. I don't have any easy answers, but here's some of the tools that helped me:
- Exercise. I know, it sounds dumb, especially when you're depressed and have no energy, but it's an incredibly effective way of hacking your brain chemistry. Run, swim, bike, hike, just pick one and pour all your frustration, anger, and sadness into it.
- Get a hobby. I spent a lot of time worrying about being interesting to others, which guaranteed I wouldn't be. Being interesting is a many-body problem with lots of unknowns, but being interested is way more solvable. You can figure out what you like a lot more easily than you can guess what might make other people like you. Don't rule something out because it seems dorky, I guarantee you'll find other people who enjoy it too, even if it's Lego or collecting old maps. It's surprisingly hard to understand what you actually want though, especially if you've been focused on what other people think.
- Beware of magical transformations. I got married at 19, driven by an overwhelming desire to completely change my life to find happiness. It didn't work. I also took a lot of drugs. That didn't work either. I saw people get pulled into cult-like religions or extreme political groups. Drastic exterior changes don't alter who you are, you'll still have the same problems, no matter what anyone tells you. Focus on boring incremental improvements, like exercise and hobbies. I hated that idea, because I was in love with my life being dramatic and the basic stuff seemed so mundane, but it's what ended up making a lasting difference.
I doubt I'd have even listened to my present-day self when I was 19, but I hope there's something in there that helps you. Life really does get better.