I feel exactly the same way. The responses to me telling someone my troubles until I actually said that I'd seen a therapist and been diagnosed, ranged from ' This is called entitled thinking, you think everything has to go well for you.' to ' What do you have to be depressed about? Things could be worse.'

I tried to cope with it myself but it got worse, I told myself the mark twain quote over and over again ' never tell anyone your troubles, half the people dont care and the other half are glad you have them.'

My suggestion is to speak with a professional. There its difficult to feel like you're burdening them because its their job to listen and help.