I have suffered depression pretty much my whole adult life, so I completely understand that it can be overwhelming in itself to even feel depression... especially when you first realize you have it because you kind of feel at a loss on where to start to make yourself feel better. On top of that, you close yourself off and don't really have the motivation for things anymore which sort of drive you downward even more.
For some people depression can be a temporary thing caused by stress, lack of mental stimulation, lack of direction, and just generally feeling lost.
For me I felt that I had too many options on what I wanted to do with my life and I chose to scrape by doing what I felt was correct based on other peoples thoughts. Don't do that. You really have to find it in yourself to live your life the way you want. All the people, including parents, will tell you it's not a good idea or it's not possible, but you have to understand that everyones outcome in life is different regardless if you follow the same path that worked for them. I'm not sure how big of a role your parents play in your educational choices... but in the end no matter what, you're the only one who truly has to live with them.
People will try to talk you out of it or bring you down until you've put in the work and you're actually successful and happy in their book, then suddenly they'll jump on the hype wagon in bragging about you and supporting you morally.
I agree, if there is counseling available to you, do not let that slide by. There is nothing wrong with feeling lost. What you're feeling is your minds way to let you know something has gotta change. Plus seeking counseling is getting the perspective of an unbiased person. They take things at face value, or they just listen and help you decide for yourself what you need to do. Catch it early while you can before you dig yourself too deep. It gets a lot harder to motivate yourself to seek help once you become... "used" to the way things have become.
You asked how other people may have handled depression. I personally bottled everything up, shut my friends out, lost my friends, gave up on a lot of dreams, and set myself back from where I wanted to be so far that I pretty much had to reevaluate my life and come up with a new game plan. Even now some days are still hard and it's been a long time coming. Don't take the long route out of this. Talk to someone. Surround yourself with positive people who genuinely want to better themselves thus motivating you and holding you accountable to better yourself too. While relating to someone else who has depression can be a short term relief... in the long run, unless you are actively trying to change for the better, can turn really toxic really fast and actually prevent either of you from moving past things if you're the only company each other has.
If you want to do music, start off by going to local shows and surround yourself with people and things that make you remember why you're so passionate about it. Gradually you'll start associating with people who feel the same way or are already established in the scene.
I think the first step would be to talk to someone though to help redirect yourself. You may have some big decisions ahead about new directions etc and while it's hard in the moment it will make you that much stronger in the long run and you will be so much happier later on.
Sorry this was so long and I hope it helped. If you ever just need to vent to anyone... I'm all ears to listen.