The good thing here is that you're able to recognise when you're having negative thoughts. Now you can identify them when they occur, and counter them. Sounds like you may be willing to work through this. Change Your Thinking Through CBT is a book that has helped me, it's by Dr Sarah Edelman. Though I've also tried medication and therapy, which Also really helped.
My own depression and anxiety has been typified by a loss of perspective on occasion. Are you really talentless? Or has the song you heard been written by a team of professional song writers, performed by someone whose made their career in music, and polished by a wealthy record label? Yep that's totally just one example, but my point is, now that you know when a bad thought occurs, stop for a moment and counter those thoughts with something positive.
Talent takes work - and there's no reason why you can't work at something you love doing. Go for it and have fun! Who cares if you don't get the hang of it at first.
I'm not an expert and this is not the only way to deal with what appears to be depression, but there are skills and tools at your disposal. Also, you're not alone :)