Depression and self hatred aren't things to be avoided. Hear me out... You want to escape these feelings by smoking; that makes sense, and it will help you not feel, but not feeling will only prolong your suffering.

You're stagnating. But, your body has conveniently made your current situation unbearable for you - Thanks, body! Now you can change and grow without giving thought to the old ways that frankly, weren't working so well:

You aren't "too smart for your own good". You are too self centered to be mindful. If you are constantly looking inward, you will feel anxious and all sorts of negative things (hypochondria, paranoia, despair, etc). You will never feel like you belong either, because you aren't getting an accurate view of the people around you (or the world, for that matter).

This is especially true if you're a 'know-it-all'. If you think you know better than everyone, you will never learn anything about socializing or happiness, among many other things. You have to be humble to learn from others - and you cant learn socializing from a book or from other asocial know-it-alls. I know some people develop a superiority complex as a defense mechanism to feeling powerless. If that's the case here, accept your powerlessness and try to get to the root of it.

Be more outwardly focused. Feel your feelings, acknowledge them, but don't over-analyze them, don't let them control your behavior. Treat your anxiety like you would hunger or horniness; they can be powerful feelings, and they can fuck you up sometimes, but you can't let them control you.

The other comments here are great. Ease yourself into going out more. Join a gym, get a hobby. Ease yourself into sharing your hobby. Say hi to people (that's it, just look them in the eye, smile, say "hi". it goes a long way in feeling comfortable being in the world).

You've got a big mess to untangle here. Baby steps are key.