Do NOT feel guilty!
We each have our issues to deal with in life. Some choose to actually deal with them; others choose to ignore them, hoping they'll go away on their own. Occasionally, something will resolve itself on it own, given time. The trick is figuring out which will and which won't.
Depression for me evidently started in utero, during the physical formation of my brain. It got complicated when young and had enough (too many?) brains to realize something was off, but way too young to do anything or even describe it.
Complications with depression cascade with everything else going on in one's life--that is something that happens to many people, to the point that determining the actual problems is difficult. The issues have overlapped, combined, and fed each other. While there are basic methods of dealing with this, different combinations work for different people.
As for me, I've learned that I must continue taking my BP meds or have severe fatigue, uneasiness, and headaches. And that's after a few days. Thyroid med? I'm up to 175 ugms. MUST be taken everyday. Add the cholesterol meds (overall cholesterol okay but wrong combinations), and I'm taking quite a number of pills a day, including the doctor-ordered OTCs. Yes, that can be depressing, but as others posted above, the pills treat the problems and are a small price to pay for continuing relative health.
So I turn my back on depression one more day, day after day.