My suggestion would be to call or see the doctor who prescribed the meds and see if the amount can be reduced or another drug taken it its place.
Are you in college or high school? If h.S. You might have a harder time with this situation. If you are late to school, someone will need to know, probably a parent. If it's college, it does sound like a good idea to tell your teachers that you are on a new med and there's no need to tell them why unless you want to. You might have to, though, if you don't want them calling and a parent answers.
There is nothing wrong with having depression. Remember, it is just a chemical imbalance. Sure, therapy does help people with depression so it sounds like a medical problem, but therapy would help just about anyone even if they didn't have a chemical imbalance.
Hang in there and talk to the doc about the sleepiness. There are so many anti-d's out there that can help and won't make you sleepy. Often it take time to find the right treatment. Sometimes it also takes time for your body to adjust to certain aspects of a new drug.
Hint - do you take the anti-d a couple of hours before going to bed? That might help, no guarantees.
I hope everything works out (it will).
Carol