First, I'll say that although this topic as it relates to me is ridiculously broad, I am bringing it up here because through all my reading I've come to trust the RP mindset among other perspectives of personal development. So, here we go:

I've been extremely depressed my whole life, and although I don't remember any of my childhood, I know enough about it to know why I have been depressed - your basic single-mother-who-never-wanted-a-child syndrome. Mom was practically absent due to work and school, and is still a harmfully stupid and relationally incapable lost island of hidden nerves, and Dad was almost entirely absent (divorced, relocated, alcoholic) and is sickeningly beta/gamma to this day. I got married too young because of crippling inner emptiness, religious obligation (which I clung to for meaning, to frame reality), and having nobody seriously invested in my well-being. As they say: Big Mistake! I'm coming to understand female psychology a little bit, so while my wife's behavior is definitely partly that which is to be expected when her husband is a depressed zombie, she also has her own predisposition to being an ultra-crazy, volcanic bitch. In short, I need to get the fuck away from her. Now that I'm waking up I'm realizing that she's never what I wanted, and I'm never going to be what she wants.

The basic trouble is that I'm coping and trying to heal myself of crippling, lifelong depression - in fact, I'm trying to build the self that never got a chance to grow, which means learning every mental, physical, social, and any other necessary skill for a healthy adult to have and use to succeed.

I'm around 30 years old, I hate to admit. It's embarrassing being someone so old with no developed self. The greater, more quantifiable struggles I have in front of me are: getting separated, finding a career path (I have no idea what I even like because I haven't liked anything), getting back in school, banging hot chicks (need game, but that should be easy, honestly), becoming emotionally stable, responsible, and controlled, and so on. I've only recently started medication and getting my personal shit in order. Trying hard to work out, better myself, and beat the symptoms of severe depression - everything from unhelpful thought patterns to greater cognitive difficulties such as the lifelong near-absence of a sense of chronological sequence, which is related to impairments in memory formation and goal-oriented task comprehension and fulfillment (whew).

So, where do I start? I'm already reading TRP literature, along with a lot of other psychology writings. I have the blessings of intelligence and physical attractiveness. I just need to hit this with everything possible. Think about this in your head: What if you didn't get anything from your parents except subsistence, and during the times in which you could have made up for that and learned how to live as an adult on your own you weren't able to because you were instead throwing your years into a black hole of mental illness?

I realize this is a bit heftier than what I see as the typical AskTRP fare of pick-up advice, but any replies are better than nothing; it's like trying to hit a barn with a football from ten feet away - you can't miss. Given that, I am also looking for real insight - the strong stuff.

EDIT: Thanks for all the amazing advice, everyone.