We tend to think too highly of ourselves, and that is the source of all sorts of problems, not the least of which is depression.
Perhaps it’s time for you to change your address. Instead of me and Jesus on the envelope of your life, make it Jesus and me. If you follow your own dreams, there will be many dark places along the path. If you follow His dreams, which doesn’t mean you won’t have troubles, He will shine His light even in dark places.