I am sorry to hear about your situation. I cannot know from your letter whether your depression stems from the harassment or the upcoming marriage, or both.
As I mentioned above, I do not know what is causing your depression. Also, I cannot offer you specific advice because there was limited detail contained in your letter, but I can recommend several cognitive behavioral therapy books that you may find helpful.
Two of the most popular cognitive behavioral therapy books are Feeling Good: The New Mood Therapy Revised and Updated or The Feeling Good Handbook, both by David Burns. Also, popular is Thoughts & Feelings: Taking Control of Your Moods and Your Life: A Workbook of Cognitive Behavioral Techniques by McKay, Fanning, & Davis. Lastly, you may want to try a book by Albert Ellis called A Guide to Rational Living. All of those books can likely be found at a library or purchased at an online book store. Please keep in mind that workbooks are not a substitute for professional help but many people have found them helpful.
I understand that marriage in the Indian culture is important and essential. I am worried that you may be forcing yourself to marry for the sake of adhering to cultural norms and expectations. If so, please know that this decision may be contributing to your depression. Anyone who felt forced to do something they did not want to do might understandably feel upset and depressed. I am not sure you can force yourself to think more positively about your marriage if you do not wish to be married. Forcing yourself to think differently may work temporarily but over time, it will likely become increasingly difficult to suppress the truth. I would strongly advise against that approach to life.
Thank you for your question. I wish you the best of luck.