This is one of your major problems. Overconsumption of sugar can leave you in a very depressed state. Simply google "sugar and depression". Once you study this topic you won't want to eat anymore sugar. It is your number one enemy.
Another of your problems is NOT training regularly and in a smart fashion. There was a recent study which demonstrated that taking fish oil and exercising regularly (mostly cardio) was as good as an anti-depressant at alleviating depression.
Overtraining can absolutely cause depression. As I said you must exercise intelligently to beat depression. For now you need plenty of cardio on a regular basis. 30 minutes four times a week should do it. Also, on the days you are not doing cardio go for a walk in the sunshine where there are plenty of trees and fresh air. This too helps alleviate depression.
First of all know that there are plenty of people your age that do not know what to do with their lives. So, you are not alone, far from it. The key is enjoying the moment that you are in and not stressing about the next moment, or the moment after that. Do you know what I mean? It's called living in the moment. We both know eventually that you will be on your way to a better life. But stressing out about it now will only delay that better life. Try focusing on what might enjoy doing for a career. Are you good with people? Are you good with numbers? Are you mechanically inclined? Everyone has something that they can do a bit better than the average person. All you need to do is take a deep breath relax and think about what your natural areas of expertise are and then expand on it.
And speaking about taking deep breaths, I suggest that you begin meditating. You don't need a teacher (although it would help). In a recent study it was found that doing the following five times helps bring down your anxiety level: breathing in for 4 seconds then holding it for 4 seconds and then releasing it for about 4 seconds. If you do that exercise three or so times throughout the day your anxiety level will be lowered.
Most people don't realize that simply breathing wrong can cause anxiety. People with anxiety issues "over breath" meaning they take short quick breaths without even realizing it. This can cause mild hyperventilation which means the body has too much oxygen and not enough carbon dioxide. If you perform the breathing exercise above this will help. Also, while you are doing your breathing exercises visualize blue skies, or an ocean scene. Anything that helps you relax.
Also, I would recommend using positive affirmations. Most people think they are positive but about 70% of the public is quite negative. You are no doubt in that group but you don't have to stay there. It's time to start thinking positively. Start by writing down some very positive thoughts on a 3x5 card. Things that means something to you. For example, one might say "I am feeling better every day", or " I relax and take one day at a time." You might even get more specific about a job or career that you want. "I see myself as a success in the field of________ it's only a matter of time."
One more important point, I have never once met someone who was depressed yet at the same time grateful for what they do have. Do you know what I mean? A thankful heart cannot be depressed!
Make a list either mentally or on paper/computer of the many things that you are thankful for. It sounds to me like you have a nice girlfriend so start there. There are plenty of guys that would love to have a dedicated girlfriend and they don't.
What else are you thankful for? If you really think about it there are many things I bet.
Finally, there are foods and nutrients that you can consume daily that will help boost your mood. Things like Vitamin D3, Fish Oil and a strong vitamin B capsule. Also, your gut health is directly related to your mood. Most people don't understand this but it is a fact. That means that you need to consume foods like kefir and yogurt every day. Along with fresh fruits and vegetables. If you are not eating at least 4 or 5 vegetables per day and an additional 2 or 3 fruits you are not doing all you can to help yourself and improve your mental as well as physical health.
So quick summation:
Stay away from ALL sugar
Get at least 4 days a week of cardio exercise (the weights can come later).
Take walks in the sun near green trees and water if possible
Use the breathing meditative techniques listed above
Stop the negative thinking you are being your own worst enemy. Start using positive affirmations and think positive thoughts. And self assess at the end of the day when you are lying in bed. "Did I help myself today, or hurt myself regarding what I thought, said ate and did?"
One more thing. I don't know if you believe in God or not but that can be one very powerful source of peace. By praying and letting God do the worrying for you, you are free to enjoy your life!
Take charge of your life chrisa! No one can keep you down but you! And no one can help you up but you!
The good part is you have full control over your life. That doesn't mean you will always feel great, no one does. But it does mean that the better you get at managing your life and your mood using the ideas above (and others) the better off you will be in the long run.
All The Best My Friend!