I experienced something somewhat similar. I grew up in an immigrant family and always felt kind of alienated from the community around me - I was, without a choice, "different", and although I came to not mind it, it did affect me as a kid. As a teenager I grew up with fairly low self esteem and lacking in confidence. That said I dealt with it fairly well, always had friends that mattered to me, and always had interests and activities that I enthusiastically pursued.
I have just finished university and, looking back on it, the entire experience was one long identity crisis. I wasnt just the only immigrant kid, but I was also one of the few lower class kids too, and I struggled to deal with that (although at the time I saw the drugs and the drinking as having a good time, rather than escapism). At the same time, I recently was exposed to some realities that I didnt take to well at all.
During my final exams I fell into a very deep depression. My moods have always seemingly oscillated but I had never experienced something this bad before. I have a great girlfriend who stuck by me, I passed all the exams with great results and I have a good job lined up, yet I did not care in the slightest. I did not feel like any of these things were as a result of anything I had done, they did not feel like achievements but rather temporary good luck that will run out. During this time my anxiety skyrocketed also to levels I had never experienced before.
So when the OP talks about suddenly being hit with these new experiences, I totally get that. To suddenly really understand and really feel depression was a massive shock to the system. Im still slowly working towards getting over it. Sometimes I still break down crying for apparently no reason. But sometimes something will actually make me smile. I stopped taking my medication and have decided to do things by myself, which is not for everyone, but I feel better than I have in weeks right now. Its very difficult but also very freeing to be able to discuss it openly. I guess its better to learn to deal with this right now than 20 years down the line, right?
Im also new to this site, this is my first post. Encouraging engaged, thoughtful discussion is very promising. If anyone wants to talk about their experiences or is going through something similar or had questions or whatever, Id love to talk about it!