Especially since you have a history of depression it is very "normal" for you to have these thoughts now. Many women get these same feelings. It is quite common and things will be much easier in the long run, when you become used to this entirely new way of life that you are leading. The baby should soon establish a schedule and it will be less of something you will feel the need to run away from.
I know it is hard, but you are doing a great job. You are realizing that your little bundle is a wonderful, cute little gift from God....that IS gratitude, you are not lacking in it. You feel overwhelmed because it is really big challenge to be a mother, and your feelings of inadequacy depress you, and you in turn try to pretend that nothing has changed and look back at your old life for comfort. There is nothing wrong with taking a mental and/or physical break from the grind, as long as the baby is happy while you are treating yourself to some much needed solace.
Don't be alarmed. Everyone misses the old life, even after their kids become a little easier to handle. It's a 24/7 job and it's not easy like those 9-5 jobs where you get time to yourself. Being a mom is the ultimate sacrifice and letting yourself cry it out isn't a bad thing...besides the hormonal changes that you are going through are going to effect you for quite a little while. The lack of sleep you have because of those frequent night-time feedings can exhaust you more than you know.
If you start to feel like things are getting to be too much, you feel like you want to hurt the baby or neglect him, have thoughts of hurting yourself or others, then you have cause to worry and should see a doctor.
Congratulations on your cutie-pie

Way to go mom!