No, you did not choose to be depressed, to feel so bad. Seeking help is not weakness, it takes strength and maturity.

I too feel like I should be happy and enjoying life, living it up. But I'm not. I did not choose to feel this way nor did I do anything to cause it. But I'm determined to get better.

As far as completely healthy, there isn't anyone who is completely healthy; everyone has some problem or another. It's just a part of being alive, existing.