Sometimes life can feel like going up a down escalator. I appreciate you taking the time to write us and hope I can offer something that will be helpful. You have taken what is often the most difficult step of reaching out to us here. That is something we want to build on. You say you are getting help for your thoughts—that is very good. Perhaps you can ask that person about finding some social skills groups for others who have difficulty talking. Oftentimes a small group with a well-trained facilitator can do wonders to teach you the basics of joining with other people.
You are not alone. Your school also has counselors who have been trained to help students cope. I would talk to him or her and let them know you are hurting. Being able to tell someone in a position to help is important. The sadness you are feeling can come from many sources, but whatever the cause is there are people and resources available to help. You can begin by joining one of our free forums here at psychcentral. This gives you a connection with others who will understand.