hi, brad, and welcome to pc!!!thanks for sharing with us about what's going on with you. the biggest thing i thought of is that perhaps you are trying fix everything at once and it's making you feel overwhelmed. i can relate to that cause i've done it before myself. you said, "I don't know where to begin, it really makes me feel like crap.' how about writing a list of things you would like to change or do? try not to list everything at first. just write down the things bothering you the most. then you can focus on these things first. this will help you not be so overwhelmed.
you didn't mention if you have a therapist but at least for me it helped to have a T to learn how to go about creating change. therapy gave me the tools to do this. you mentioned school so perhaps there's a counselor that can steer you in the right direction about your depression. perhpas even medication would help you too with your depression.
you mentioned being very depressed. that can cause severe exhaustion cause we're trying so hard to be "up" when really we're "down". it takes tremendous mental energy when we're so depressed.
the physical exercise thing is a good start. i'd recommend it. it won't fix everything but it will help you and also give your mind a rest from what's bothering you.
keep us posted on how you're doing. we care here at pc.