I hated my life for its first 18 years. On a couple of occasions, I thought about killing myself, and in fact I came to a moment where I had taken the decision of jumping in front of a bus the next time one would pass next to me (where I lived, there weren't really a lot of bus so it was kind of like playing russian roulette). There are a few things that helped me out.
One of the first is one thing my father said in anger when he saw how depressed I was.
"If you were to end your life, it would mean I should never have endured my own!"
He made me understand with these words that everybody has their own set of problems, sometimes worse than mine, sometimes less so. Yet they live on, and so should I.
My best friend is a prime example of this: she lost her first love and her best friend, they both died in separate car crashes. She's an orphan. Her heart isn't worth shit and spent her youth in hospitals. She's allergic to everything. Lethally allergic. I'm not even making this up. And yet she's lively, she's strong, and she goes on with her life with attitude, flair and doesn't stop at stupid problems. To her, all that matters is living your dreams and holding dear to those you love before they go.
Another thing that helped me is the realization that we are never alone. There is always someone somewhere willing to help you. Someone unexpectedly came into my life and helped me a lot when I was in my darkest time. And when we got separated and felt like I was alone all over again, my family helped me tremendously. I went at my aunt's place for a little while, being away from everything helped me gain a better perspective on my problems, and I could catch up my breath at the same time.
This made me realize how much family is important and underrated by my generation (I'm 24). I also recommend doing as I did when you feel like your problems are smothering you: get away for a few days, or a few weeks if need be, somewhere far from everything that troubles you. Do something different, or provoke a huge change in your life. It will help you see things differently.
Sorry for the long post, but I hope that giving out these advices in the open might help someone somewhere. If anyone feels concerned and wants to talk about it in private, just send me a message. I won't downplay your feelings like some do, as I know that it never helped my case.
Life is beautiful. I swear that 10 years ago, I never thought I'd say this.