i think it could be a mixture of both, in regards to depression, start exercising, tell your parents about your relationship, they love you, they SHOULD understand, go out, be social. you can go out to a club, have fun, and not cheat on your boyfriend, ALL IN ONE NIGHT!!! amazing, no? but seriously, do some of the things you've alwyas wanted to, don't hold things in, its not healthy.
in regards to society: i think you are one of the lucky few to actually open your eyes. i realized very early how great the percentage of humanity is stupid, and or ignorant. thats one fo the things that i hope science can cure in the future, unlikely, but i still hope. as far as religion is concerned, did you grow up being part of a church? because if you never took the time to actually explore religion and find what YOU believe in, then you'll be stuck believing what you were told to believe. and to me, that is being forced to be ignorant.
find yourself, just don't brood on anything. one last thing, if you find that something is dragging you down, don't hesitate to cut it out. yes society is for the most part retarded, just be happy that you realize this and hopefully you won't feel like you have to conform to the mold society has set fpr us.