Those who are depressed, depending on how severe their case is, can find that it interferes with them being able to function normally in life. Discover here if you are merely sad (as bad as that feels) or actually depressed so that you know what you're dealing with and can then focus on appropriate treatment to get better.
Giving up should never be considered as an option, although, at times it may seem like the easiest and perhaps, best, solution. You must seek solutions for your depression, as there are many available.
Recent research has shown that anti-depressant drugs are not effective for mild to moderate depression, but can be helpful for those with severe depression.
Once you have established that you are, in fact depressed, then you need to determine also if yours is a case of mild to moderate, as opposed to severe. Your doctor will be able to help you make that determination. Good luck to you. You can do this!