Many of you will get very depressed in your 20s, and some of you will stay that way the rest of your lives. Over the years your garage band will break up, you career dream will fall through, a girl will break your heart, you'll be unhappy with your body, you'll lose your parents, your favorite pet will die, you will endure at least one very terrible injury that requires hospitalization and breaks new boundaries for what kind of pain you thought was possible.
The reason why this will lead to depression, where it may not have done so for an equivalent person 200 years ago, is because you were raised on illogical stories where things always work out for the main character for utterly arbitrary reasons. Han Solo can shoot straight, but none of the bad guys can--even though they train more. John McClane beats the terrorists because he has toughness and perseverance--something the bad guys lack, even though they should be equally desperate. If a guy and a girl are right for each other, they always wind up together, careers and geography and personal hang-ups be damned.
Here's the problem: these fantasies were created by adults, as a means of escape from the real world. You, however, have been watching them since you were five--for most of us these were our first impressions of how the adult world works, even if on a subconscious level. You had no context to realize they were bullshit. It sounds frivolous, but that doesn't change the fact that some of you reading this will not survive the long process of learning how different the real world is.
If it helps, try to remember that you're still one of the one percent of humanity that was born in a time and place where there is such a thing as anesthesia.