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How can I stop feeling so depressed? Is this a part of life?

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I just started college this fall. In high school I had really close friends, and I felt like I was living a good life. I wasnt the most popular person in school or anything like that, but I had friends that I cared about and who I thought cared about me. Now, in college, I've found some new friends and they seem like really good friends, but I still feel really lonely. I try to contact my old friends from high school, but everyone is caught up in their own lives, with their new friends, and I never get to see them. Its gotten so bad that I stopped trying to contact them and now I feel completely isolated. They are doing things without me and when I mention that we should hang out, they just say something like "yea we should..." but we never do. I feel so lonely and depressed that sometimes I just sit in my room and cry about, everything. Is this really a part of being in a new place? Is it just a transitioning phase? Because it seems as if im the only one feeling this way. Someone, please help me! I cant believe that im trying to get a degree in psychology but I cant even understand my own problems...