Social Studies: Life is Hard and You Will Die, Get Over It
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. 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.