Marie, your boyfriend obviously thinks you're lovable or he wouldn't still be around. I know what you mean about asking "Why do you love me?" I ask my kids that, not my husband.
What I did and still do a lot is listen to the compliments people pay me. It's uncomfortable, but chances are, they're not lying. What would they stand to gain? I've learned to say a simple "Thank you" when I get a compliment even though I get embarrased or I don't quite believe it. It's really tough to believe the nice things people tell you, but you gotta try. It also helps to read books and/or articles on self-esteem.
Are you doing anything for your depression? Are you seeing a therapist? Taking meds? I'd highly recommend both!

It's almost impossible to overcome on your own.
<font color=blue>"Our doubts are traitors and make us lose the good we oft might win by fearing to attempt" --Shakespeare</font color=blue>
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Psalm 119:105 Thy word is a lamp unto my feet, and a light unto my path.