Instead of feeling sorry for yourself, get your ass up and start something new. I used to think exactly like you a few years ago.
"If only I could turn back the time! I know so much more now! I could make that one decision that would change my life".
I thought about this "going back in time" thing for a while and came up with a pretty cool idea. It's obviously not possible to time travel. But why not just PRETEND that it was. Let's assume your future self, say 30 years in the future, sent you back in time. And you landed...right here. In the present. How would you live your life then? You have no memory of what happened in those 30 years, so you have to make your own decisions. You only know that you have the chance to make it right. Think about it. What would be the next logical steps in your life, to make it better? Instead of giving up and wasting your precious time, you might as well give it a try.
Now, that was my way of dealing with my depression. I thought about my situation, put everything into perspective and started new. I did consider suicide in between that process, which took a while, but I came to the conclusion that it's not my best option. Looking back now, it's hard for me to understand that I even took it into consideration, but back then, I really thought about it. It was a viable option. I think almost everyone has considered suicide at one point in their life, or else they haven't lived. I know now that it's almost never an option. Maybe when you have cancer and you're beyond treatment. But not if you're "just" depressed. If you're not strong enough to find a way out of your depression, which is often the case, then talk to someone you personally know and ask them to help you. See a psychiatrist. You will get better.