You're not going crazy!
I think that if you believe you have had undiagnosed depression for so long, you should definitely see a doctor or professional about it. If you're iffy about medication, that's ok. They have many suggestions that can help you aside from meds... but, you've probably been told this many times, am I right?
I remember when I was very depressed, I would focus more on "what ifs". I think it's a common thing with we who suffer from depression. What I always did was I had a regular routine of going to a quiet, beautiful place with a notebook, and I just wrote everything I was feeling... angry, sad, happy... I didn't discriminate. I took my frustrations with all my situations (real or hypothetical) out on paper. Once I finished, I was in a quiet, beautiful spot to enjoy... cry in... or just 'be' in. It was my lifeline for a long, long time!