Has your therapist or anyone else talked to you about a possibility of asperger's syndrome or other symptoms related to the autistic spectrum? A lot of what you just described sounds a lot like the way that Asperger's often presents in girls - having difficulty fitting in, learning by mimicking others, having a rich fantasy life, and even being taken advantage of by others. There are other things to look for also, but you might bring it up and/or read about it. There is a book called "Pretending to Be Normal" that you might find interesting.

It would make sense that feeling different and unable to fit in and all of these things that you talk about here would have contributed to depression. And my experience was that when I found out that I had Asperger's syndrome, my whole life started to make sense and I could find other people who were like me and understand what normal is for me so I didn't have to try to be like what others think that normal is anymore. Understanding these things helped a lot with reducing my depression.