All perfect praise be to Allaah, The Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad is His slave and Messenger.
First of all, we ask Allaah, The Lord of the Mighty Throne, to completely heal you from this depression, not leaving any sickness behind it, and we recommend that you supplicate Allaah earnestly and mention Him as much as possible.
The best company is with Allaah, and mentioning Him as much as possible causes a person to feel reassured and comforted and allows him to get rid of anxiety and stress. Allaah says (what means): {Those who have believed and whose hearts are assured by the remembrance of Allaah. Unquestionably, by the remembrance of Allaah hearts are assured.} [Quran 13:28]
We also advise you to keep company with pious and believing women so that they would support you, help you, and counsel you.
Your duty now is to repent from what happened between you and that man, and you must beware of having illegitimate relationships that lead to sin. For the conditions of repentance, please refer to fatwa 86527.
As regards this child, he is traced back to you and you inherit from him and he inherits from you, but under no circumstances does he have any relation with that man; indeed, they do not have any rights towards each other.
You should be keen on nurturing your child and fulfilling your rights towards him, and Allaah may bring to you much goodness from him in this worldly life and the Hereafter. Please, refer to fatwa 84788.
On the other hand, it is forbidden for that non-Muslim man to marry you because it is forbidden for a Muslim woman to marry a non-Muslim man. Please, refer to fatwa 83101 in this regard.
To ease your conscience, we reaffirm what we have said at the beginning, and we ask you to do your best to forget what happened and not give any opportunity to Satan to spoil your life, as the devil is keen on doing everything that grieves a Muslim.
Allaah says (what means): {Private conversation is only from Satan that he may grieve those who have believed, but he will not harm them at all except by permission of Allaah. And upon Allaah let the believers rely.} [Quran 58:10]
Finally, you should not despair of getting married; you will have whatever is written for you of it, so you should have good expectations of your Lord and ask Him to bless you with a righteous husband. For more benefit, please refer to fatwa 82471.
Allaah knows best.