Hi,
The first step is asking for help, which is what you have done.
Although it might be hard you really should speak to a parent/guardian.
Being depressed is nothing to feel ashamed about, sometimes some people just need a little guidance to help them make sense of what they are feeling.
You might find that by talking to someone you can clarify your thoughts and this will stop you feeling confused.
Please do not harm yourself anymore as whatever has happened at school can be sorted.

Kate