I have depression, & panic attacks.
Long walks outdoors help me cope.
Along the lines of those suggesting gratitude for what you do have instead of beating yourself up over what you don’t have:
I ran into thisyesterday and the images gave me fresh new perspective on my life. Some things suck donkey balls in my life right now, and every time I’ve been tempted to whine or be sad ever since then, one of those pictures pops into my mind and shuts me right up. ymmv
Look, all your life people are gonna have things you don’t, things you wanna have. You can spend the rest of your life chasing one thing after another, or you can find joy in the things that are in your life right now. Look over the “good things” part of your post for a start in the right direction. You have “good things” on your list that some of us don’t have … does that help you feel any better, show you a little spark of joy in your life?
Hope your counsellor can help you. Post back - let us know! We love followups! 
Also, if one random stranger’s perspective is of any help: dude, you have so NOT fucked up your life. You haven’t “made a horrible mess of everything.” Some things aren’t so great right now - doesn’t mean it’ll always be the same. The one constant in life is change - your life 21 years from now will probably not resemble the one you have now by much.
Yeah-he can’t possibly be as fucked up as I was at that age (it isn’t possible trust me). 
Rather than give some specific advice, I’ll just point to the Wikipedia article on Wu Wei, and just keep following links from there (Google searches etc.). I’ll just quote one paragraph from the article:
I didn’t read everyone’s, but just wanted to zip in and second what PunditLisa said. She evidently lives up to her name. 
Everyone needs three things: something to do; something to look forward to; and someone to love. And if that someone to love is just yourself, and maybe the neighbor’s dog, then that’s where you start. Take better care of your body, and make better use of your time.
And something to do needs to be fending for yourself (working) and taking care of others/community (volunteering). And something to look forward to: Maybe just “The dog needs me tomorrow.” Start small!
Good luck!!!
Here’s one more, from the (mysterious) sage Wei Wu Wei:
“Why are you unhappy? Because 99.9 per cent of everything you think, and of everything you do, is for yourself–and there isn’t one.”
Thanks for the validation on this. I know more than just that one guy who gets a lot from it. I think I’m going to start doing it again.
Here’s another idea:
I’ve been having a hard couple of weeks myself. I’ve been kind of down. When people ask “How are you?” I either say “fine” or “OK” or “good” or some other non-answer, or I tell the truth and say “meh, I’ve been kind of down” or “so-so” or something like that. The kind of strange thing about that is because I’ve told somebody that, I feel the need to make it true. I don’t want to create incongruence. I don’t want to create cognitive dissonance. So my emotions and posture and everything kind of go along and fulfill that prophecy. If something good happens to me later in the day, I’ll find some way to discount it and further victimize myself.
So could the opposite work?
When someone asks me how I am, no matter how I really feel, I say “I’m freakin’ AWESOME. I’m having the best day! Omigod, how great is it to be alive?” And my emotions and body want to be congruent with that, and so they follow suit. It’s really quite amazing. As an added bonus, the person who asked me the question will get “infected” with my emotion and reflect it back to me, making me feel even better. And I’ve made them feel better as well! Win/win/win/win/win.
If I can remember to do this, even my bad days turn out to be pretty good.
As someone who has been seriously depressed, to the point of almost non-functional, I recommend antidepressants (zoloft didn’t work for me, or for several people I know). But a different kind could really change your life.
But yea, what everyone else says. Take it one day at a time and keep working towards small goals, if you can.
Finally got some sleep, largely thanks to you guys, went to the counsellor and had a surprisingly pleasant and useful discussion. Thank you all.
Glad to hear that! Keep us updated on how you’re doing 
Good on you, Z! I’m 20 year older than you and in the same boat, for different reasons. I have very little hope right now, but will try to be inspired by you, even though it feels too late for me. Not in any kind of ominous, death-wish type of way. But there are just too many things that it’s too late for me to do. I wish all of the best for you.
About your age, and let’s see if I can say this right:
it is relatively common to be where you are at your age in professional terms. Many people drop out of school (or get the HS diploma but stop there because they don’t see the point) and in a few years realize that the salary which was great at 16, living with their parents and not giving them any money is not good at all when you’re looking at moving out; some start college and after one or two years realize they’re in completely the wrong track…
So, although right now you feel like you’re the only person who’s been this messed up ever before, you’re not and (this is the good part) we know that it’s perfectly possible to fix it. How do we know this? Because lots of people who’ve been there are now in better places.
Another good thing is that once you find the right track, it won’t look particularly strange that you got started on it in your low-20s. And when you do find it, you’ll be more motivated (and therefore better) than someone who’s gotten there without searching as hard as you did.
I hope whatever your medical issues are they get solved soon.
Which part of Australia are you in?
Oh good. Seeing a councilor can seem annoying and embarrasing, but in the long run they usually help.
Please talk to the doctor about trying a different antidepressant. There are a lot of options, precisely because no one drug works well for everyone. You may have to try a couple - once you’ve found the one that works, you’ll know. I speak from experience.
Give the meds a fair trial by taking them exactly as directed (every day, every other day, 2x/day, whatever). Again, I speak from experience.
Good luck. You can do this.
This right here is what you need to tackle first and foremost, because it’s an absolute soul-killer. The less productive stuff you do, the less you want to do, and the less you feel capable of doing anything productive. It’ll make your life feel pointless faster than anything else in the world.
Do something productive. Every single day. It doesn’t have to be anything big, especially at first. It can be something as simple as making your bed–it just takes a minute or two, and it can completely transform how the room looks. Even if you accomplish nothing else at all that day, you’ve done something to make your home a nicer place to be. Do some little something productive right after you get up, if at all possible, it sets a good tone for the rest of the day and makes it easier to get motivated to do other stuff.
This, 100%.
You’re showing classic short-term thinking - ‘Flipping burgers isn’t a great job’.
Okay, maybe it’s not the best job in the world, but it’s a job and you can work your way up, even within the flipping burger world.
Then when you’re ready to try something else, you’ve got a couple of years of flipping burgers on your CV, instead of a couple of years playing online poker.
Put yourself in a potential employers position - which would you rather see on an applicants CV?
Somewhat surprisingly, I have something to contribute here. I’ve fought depression most of my life, and I still fell a lot of times that I’ve fallen behind, have no hope, etc. Recently I’ve stumbled on something that actually makes me feel hopeful and even competent, and therefore with greater energy and wanting to do more.
I’m tutoring someone in Illustrator and Photoshop. There’s a quick-print shop in town that I’ve been going to for getting drawings reproduced. One day I went in to ask how they wanted files prepared so they could handle them best. One thing led to another in discussion, and it turned out that they needed some help in using Illustrator. We worked out a deal that I could tutor them in things like Illustrator and Photoshop. They introduced me to things like CorelDraw (common around here apparently, perhaps because we’re not that far from the Ottawa headquarters of Corel). Now we’re learning things together, like prepress and colour calibration, and I have the chance of getting some actual work through there.
It’s the first time in years that I’ve actually felt competent about something. And partly, this is because I can actually see that my actions are helping someone. I’m not struggling to complete things, as I was with other stuff. It makes a big difference.
I think volunteering would be similar.
There is only one thing I’d add to all this useful advice - start on whatever the Australian equivalent of a GED is. When you get that high school diploma, they can never take it away from you.
And remember, you’ve got lots of years ahead. Think of yourself with a good job five years from now. This period will seem like a bad dream. Try to figure out what you would like to be doing in five years, and start working on it - but the high school degree comes first.