I don't think you're actually a failure at all. I think you're just depressed because the things you believe you'd need to do to be "successful" and which you think you are obligated to do are not the same things that would actually make you happy. You are depressed because you never do what you enjoy, and because you are depressed, you naturally have miserably low self-esteem. Well, lots of people are depressed...it's pretty normal. Question is, are you willing to do anything about it?