You may have depression. People with depression describe feeling the same way you do—sad, hopeless, having low or no self esteem, and the like. You have also attempted to kill yourself. These are all signs of depression.
You mentioned that you have headaches and other unexplained aches and pains. These may be related to the depression but there may also be a physiological explanation. I would encourage you to see your primary care doctor or a neurologist for an examination. It is important to rule out a medical cause to these problems.
The reason an individual develops depression can be difficult to determine. The reasons vary. There is always a reason (sometimes there are multiple reasons), but even if you could answer the “why” question, it would likely bring you little comfort. Knowing “why” does little to cure the depression. It is more important to know how to correct it.
One can be raised in a “great” family and have all of their needs met and still be depressed. It actually happens quite frequently. Take, for instance, very wealthy people. They have everything they want and need yet they can still feel mentally or spiritually unfulfilled. Depression is the feeling that life has no meaning or purpose.
Have you ever considered therapy? Some people have the wrong idea about therapy and believe that only “mentally ill” or “weak” people need it. Some individuals are offended by the suggestion of therapy. They take it to mean that they have failed at managing their lives. This is not the case.
Therapy can be beneficial and can change one’s life for the better. I would recommend it for you. You have experienced these symptoms for at least four years. That is a long period of suffering. Give therapy a try. You have nothing to lose but the emotionally-draining and negative symptoms of depression.
To search for a therapist in your area, try this weblink. If you’re feeling suicidal please call the National Suicide Prevention Lifeline at 1-800-273-8255 and speak to a counselor.