why do things seem so devastating

Hi I am completely new to this, not to depression,so sorry if I post wrong in advance. I'm looking for advice on dealing with my depression.pretty much the last four months I have been a zombie going through my days. Friends were concerned but having battled this beast before I thought I could snap out of it myself, long story short nothing worked on my own. I was with my boyfriend of four years and was a miserable person to be around, I told him probably a million times I would change but after four months or probably more of being with some one miserable he left. He said he needed to grow as a person and be a better person and couldn't do that with me .he saw no hope for me changing. The good part is that I physically got so violently ill and couldn't stop crying I went to my Dr. Who started me on celexa and Ativan. So I'm starting to feel like there is hope, yet I am still overwhelmed by this break up. I told him I started meds but he said he can't trust things will change he deserves better. I just can not for the life of me stop thinking and feeling devastated about it.more than normal sadness.why does this feel like this??? Please help

Thank you for the responses, it is nice to feel not so alone, I have called a therapist unfortunately it will take months to be seen by anyone who accepts my insurance, I was in therapy when I was age14-17 then again at 19 and 22 ,I'm thirty now so I'm hoping to remain positive ,use some tools I have and reach out to others. It's a terrible terrible beast of a disease and one I will have to accept I will have to keep control of for life.it's really nice though to not feel alone.especially after the person who promised to always be there left at one of my darkest times of need.