Depression and anxiety go together

New to here. I saw PCP for excessive nervousness. Was told it was anxiety and sent to psychiatrist. Started on different meds, finally settled on one now but still a bit anxious. The doctor told me I was depressed too which I never knew about. Said anxiety and depression usually go together, but when I said I wanted to go to sleep and never wake up, that was enough to say I had major depression, among a few other statements. Have now started therapy which is a tough road to take. I'm still trying to come to grips that I'm depressed. All I wanted was this dang nervous feeling to stop. I also apologize, in my trying to find where to post, I mistakenly posted this on the calendar. No wonder I'm depressed if I couldn't even figure that out.

Hello dumbunny, nice to meet you.