Welcome to MSF...
I didn't find that guy's "joke" to be funny; in fact, he acted like a stalker which is quite frightening You were right to block him from your friends list. If anything, you should be angry at this guy and not yourself.
Depression, I heard, is anger turned inwards. Please don't be so angry with yourself. You don't deserve it.
After a night's sleep, tomorrow is a new day: start building yourself up with things you like to do. Make a list of your values, too, so you can better identify people who fit with your values that you can associate with.