The best advice I've ever found, actually came from one of the most unlikely sources... Michael Garry Scott. This is from season 5, episode 20: "Dream Team". Skip to the bold if you want, I'm procrastinating so I wrote out most of the scene...
Both Michael and Pam just quit their job to start a new paper company. Earlier, Michael was freaking out. Now Pam is.
EXT. DRIVEWAY - DAY
Pam sits in Michael's car, window down. Michael stands outside, speaks to her through the open window:
Pam: I can't do this. I had a real job. I sat ten feet away from my fiance. I had health benefits! I was just feeling impulsive, I should have gotten a tiny tattoo on my ankle! I just keep getting bored. And I let things build up, and build up, and then I, I do something too big! Like this! Who does this?!
Michael: Well, you know, my mom used to say that average people are the most special people in the world, and that's why God made so many of--
Pam: We don't have any money. We don't have an office. We don't have anything!
Michael: We should make a list. Lists are good, lists are good. First on the list, let's get you out of the car, alright.
Pam throws her clipboard with the list of things written down out the car window.
Michael: ...ooookay.
Pam: How come, out of everyone in the office, I'm the only one who went with you. Is it because I'm that stupid? I mean, your own grandmother doesn't even believe in you.
Michael leans down to the window
THIS IS THE HELPFUL BIT:
Michael: I want you to listen to me. Because I want to tell you the situation that we are both in right now, okay? You quit your job, I quit my job. We both quit. Those are the facts, that's what happened. Now, what are our choices right now, because y'know what, kiddo, you quit.
Pam: Yeah.
Michael: So what are our options? Well, we can start this paper company, we can try. Or... That's it. That's our only option. Because we quit.
And then he goes on to talk about how in high school he was going to flunk out, and then he went on to score the most points in a hockey game. He does his best work when people don't believe in him.
Anyway, my point, and Michael's point, is that the things that have happened, have happened. There's no re-do. There's no point dwelling on them -- be sad, sure, but it's not going to help you move forward.
Getting through an existential crisis is rough. You're re-evaluating everything you've done, questioning your decisions, wishing things were easier. Make goals. Recognise the situation for what it is, and figure out how you can make a change that you're happy with. This includes things like mental health. Don't feel your problems are trivial or you should just be able to get over them. That helps nothing. Make a proactive step towards bettering your mental health, and go and speak to a therapist. That's constructive.
Also, wine, chocolate and focussing on things you like doing (things that make you happy!) while you figure out your next move can be really helpful. Also yoga and meditation, if you're into that kind of thing. Bonus, going to meditation classes and yoga classes is a good way to meet people.