I think that it's OK if you don't have it all figured out now. Just because someone else knows exactly what they want doesn't impact on you at all. If you are experiencing depression then of course you need to address that now and give yourself some space to get better. What ever you do, though, keep up your school work. This is a rare chance for a way to control at least some part of your life. Not many people make it into grad school. You are to be congratulated for your achievement.
Probably your school will have a counseling center. Go there soon and get help. There are so many options available. You can get better.
I'm so sorry you feel homeless. I think it is a common modern condition. We leave home to work or study. We don't really think about putting down roots and that catches up with us. Putting down roots means limiting ourselves and making choices to let some things go that may be uncomfortable. I think it can be a tug of war between freedom and choosing some limitations. What would it take for you to feel like you had a home? What actions can you take to make those things happen. Nowadays family often means work people or friends. Extended family is pretty much gone. Believe me, though, extended family also has huge drawbacks, such as conformity , lack of free will, and expectations.
I think that if you can get ahead of this depression you will be in a much better position to look at your life and decide what is really important to you.
I hope you feel better soon