I suggest a few things.
1) See a doctor and/or psychologist/counselor. If they prescribe you something, take it as recommended.
2) Get into Martial Arts.
Martial arts will help you physically and mentally... It builds people skills, self-confidence, humility, respect for yourself and others, amongst many other useful things for life. Its good for the body and good for the mind, its fun, and it really does have a lot of mental benefits.
If Martial Arts isn't your thang, and hitting the gym is, go with that. You'll get more of the "yes I did it!" from Martial Arts, though. Its a huge confidence booster, and builds a stronger, leaner type of muscle than pumping iron does. Gym is bulk, Martial Arts is strength. ^^
Also, what kind of foods and drinks are you consuming, are you on any medications...? Not eating right can really *** things up, and so can medicinal side-effects.