Stopping paranoia / depressed

Ok I have been a loner for most my life I recently got married and I always have the fear of her cheating on me or her not into me as she once was. I always tend to have scenarios in my head of what could have happend over the weekend and yes my wife has a best friend who is a guy both them think themselves as bro and sis and I fear she rather talk to him than me. I feel alone at times and feel very depressed. I am already seeing a shrink and stuff and asking for help but in the mean time stuck on what to do. I get stressed to easily and dont think highly of myself at times. I don't know what to do. How do i get rid of this thinking???