My parents too are like this. They think I am lacking something -- it's their neurotic thinking. I don't lack anything, in the sense I should be worried. Man is always learning.

My parents did teach me some maladaptive strategies, such as "avoid failure at all costs", but I am recovering... I am not letting the fact I did not opt for physics stop letting me do research in physics in future... I am going to get a doctorate in (physical) chemistry and I shall do research on physics. Specifically, my aim is to give a theory on quantum gravity. You won't believe; but I did work on my mathematics today (even though tomorrow's my zoology exam, and there's no math in it) by reading and solving Thomas' and Finney's book on calculus. I am inspired by how Stephen Hawking rightly said, "There should be no boundary to human endeavor."

I believe you should see a psychiatrist or a therapist or even perhaps even better, both. Depression can lead to some serious mental health problems if left untreated.

Also, my final advise to be take an interest in the sciences. I am not shoving my philosophy in your throat, but choosing to study the magnificent and incredible Universe is a good career path. But then again, I am biased.