Hi Hero! Welcome. I wish you didn't have to be here, but all of us wish we didn't. There are a lot of great caring people on this board and you will get some really good advice and help.
So, you were recently diagnosed? I see you went to counseling, but are you on any medications?
First of all, you are not worthless. I've been used by men the same way you've been used by your girlfriend. It took me until well into my 40's before I could accept all the things that I am and have a healthy relationship. My depression comes and goes, but when it does come, I have it for a long time. I'm circling the black hole right now trying to find the right meds to fix me.
Some tips that may make you feel a little better. Keep a journal. Or if you don't want to do that, write down whatever is bothering you. Then take that paper, read it and tear it into a million pieces and throw it away. It's very empowering to be able to toss stuff out of your life that way. Get some exercise every day, take a walk, go to a gym, whatever you can do. Try not to isolate yourself from your friends and family. Get out of the house whenever possible. When you talk to your counselor, be completely honest with him or her. It's the only way therapy works. If you are on medication, take it even when you start to feel better. Some meds can take up to a month to work, so you have to be really patient. Sometimes it takes a long time to find the right combination for yourself, so don't give up hope if what you start on doesn't seem to do the trick.
One thing I can tell you from experience is that you have to be comfortable with yourself and your diagnosis before you can be comfortable letting anyone else in your world. Sometimes we sabotage relationships subconsciously because we fear someone will get too close to us and ultimately let us down. Until you can look yourself in the mirror and know that you see a friend there, you can't really develop any long lasting relationships. It's hard to accept the hand we are dealt with depression. Counseling can be very effective if you open up completely to your counselor. If you haven't been to a psychiatrist yet, make an appointment asap so you can get on some medications and start feeling better. Is this a true depression or a situational one caused by your girlfriend leaving you? Sorry, I probably shouldn't have asked that since you said you were diagnosed. I'm just getting pretty tired tonight and not making much sense.
I think I'll leave it for someone else to take from here. The tips I gave above are good ones. They help me a little, or I would be in the black hole and in bed right now. Welcome to the forum and hopefully we'll see you around more. Sorry if I said anything to offend you, but I'm not at the top of my game this very minute. I really hope that you can find the help and motivation here that I have found to keep going. {{{HUGS}}} always help. Take care and I'll catch you sometime when I'm a bit more up.