Hi geez, I'm sorry you're having such a hard time
And the idea of finding a "real friendship" when you're depressed can seem/feel almost impossible at times. So maybe break that down into something a bit more manageable, something that doesn't trigger that "hopeless" feeling about finding a "real friendship" quite as much???
Perhaps aim for talking to people a little more or finding something in common with someone to talk about for starters or regularly greeting someone or...........just focus a little more on doing some of the smaller things that might open up to a friendship developing in time, hey??
And maybe you don't "fit in" if other people seem so different.........but then maybe you don't have to "fit in" to still have some really meaningful relationships. Maybe some common ground or maybe differences can bring you together with others. Sometimes "standing out" can be even better than "fitting in", and sometimes people (including yourself!!) can really value that about you.
Or maybe, the depression is stopping you from "fitting in" or telling you that you don't "fit in" and with some help with the depression...............
And as for completely letting out your sorrow in therapy...........perhaps talk to your therapist about what's holding you back, give them the chance to reassure you, to agree with you how they're going to help you with those things holding you back.........e.g. maybe they've specific/personal ways of working that minimise the risk of people becoming "overdependent" on them.
Good on you for wanting, reaching for help with what you're going through, and in trying to make changes though!!!
It can take time, but.............
Alison