Drowning in my thoughts

Sometimes I wonder why people go out of their way to say things that would hurt someone who loves them... "You want that feeling but Im not going to give it to you." I understand why regular people fall into depression. The older I get, the more im expecting but really... What am I expecting? I wonder what really would have happened if I never got myself into this mess. Would I have been happier? Married? With kids? I feel so sad all the time... Cant help but feel abandoned and helpless.