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. We ask Allaah to exalt his mention as well as that of his family and all his companions.
First of all, you should know that the main reason for feeling depressed and stressed is due to sins and disobedience and being away from Allaah. The heart does not feel tranquillity unless it is close to Allaah by performing acts of obedience and mentioning Him. Allaah Says (what means): {Verily, in the remembrance of Allaah do hearts find rest.}[Quran 13:28]. Allaah also Says (what means): {But whosoever turns away from My Reminder (i.e. neither believes in this Quran nor acts on its orders, etc.) verily, for him is a life of hardship.}[Quran 20:124].
For more benefit, please refer to Fatwa 88269.
Wishing to die, crying too much and discontent are not a solution for your depression, and the Prophet forbade us from wishing to die or supplicating bad things for one's own self, as he said: "One should not wish to die due to a calamity that has befallen him, and if he feels an urgent need to wish to die, then he has to say: "O Allaah! Let me live as long as life is better for me, and take my life if death is better for me." [Al-Bukhari and Muslim] The Prophet also said: "You should only supplicate for yourselves that which is good." [Muslim]
Furthermore, you should know that entering Hellfire is the worst and most horrible evil ever, as there is nothing which is more bitter, hard and painful than the punishment of Hellfire; we seek the refuge of Allaah from it.
Our advise to you is summarized in the following:
1- You should immediately take the initiative to perform the prayers at their prescribed fixed times. This is the first step to attain tranquillity and happiness which you have actually experienced before. You should know that abandoning the prayers is a grave major sin and many scholars considered it as an act which takes a person out of the fold of Islam. For more benefit, please refer to Fatwa 84235.
2- You should know that Allaah is the Oft-Forgiving and the Most Merciful, and that He forgives the sins however grave and major they are. Allaah Says (what means): {Say: 'O My slaves who have transgressed against themselves (by committing evil deeds and sins!) Despair not of the Mercy of Allaah; verily, Allaah forgives all sins. Truly, He is Oft-Forgiving, Most Merciful'.}[Quran 39:53]. Moreover, the Prophet said: "Allaah, the Exalted, has said: "O son of Aadam! I will forgive you as long as you supplicate to Me and hope for My forgiveness, regardless of the sins you have committed. O son of Aadam! Even if your sins reach the height of the heaven, I would forgive you if you ask for my forgiveness. O son of Aadam! If you come to Me with the earth full of sins, and meet Me associating nothing with Me, I would match it with the earth full of forgiveness." [At-Tirmithi] Therefore, you should be keen to repent and seek forgiveness from Allaah, if you do so, rest assured that Allaah will forgive you. For more benefit, please refer to Fataawa 90150 and 90120.
3- You should be very keen to be kind and dutiful to your parents in what is permissible. By being steadfast on the religion of Allaah (fulfilling your religious obligations), you may be the reason for all your family members to be guided; for more benefit, please refer to Fataawa 84624 and 82254.
4- You should seek the company of pious and righteous women who would help you in the obedience of Allaah. A good company is one of the major reasons of staying steadfast on the religion of Allaah and performing good deeds.
5- You should seek a pious husband by asking your fellow Muslim sisters to help you in this regard or by consulting Islamic centres, but you should be very careful in this regard.
Finally, for more benefit, please refer to Fataawa 83145 and 83055.
Allaah Knows best.