What could you have possibly done to earn the dubious "honor" of being depressed? What reason would there be for you to be blamed?
I'd also wager you're no more bad or lazy than the rest of us; I mean keeping yourself stable with a mental illness is a lot of hard work, so there's that.
My advice would be to talk to someone, if not a therapist, then someone you trust. We can listen and offer advice, but it's gonna take someone on your end to treat this illness.
Be safe. Be cool.