Well, only you know for sure, but it certainly sounds to me like you're gay. The depression and low self-confidence are probably related to trying to hide this not only from yourself, but from others.

If you get married to a woman, I can see there being issues; you say you're just not attracted to women. Being confident and a good decision maker will be greatly affected by your comfort with yourself and your life so that's going to be important.

Not knowing all the cultural issues you face in India, I can't say the best way of addressing this will be. Maybe you should discuss this with a therapist?