Never give up.

I am cast out of your sight; yet I will look again toward your holy temple.
Zion said, The Lord has forsaken me, and my Lord has forgotten me. Can a woman forget her sucking child, that she should not have compassion on the son of her womb? yea, they may forget, yet I will not forget you.
I forgot prosperity. And I said, My strength and my hope is perished from the Lord. — Awake, why are you sleeping, O Lord? arise, cast us not off for ever. — Why do you say, O Jacob, and speak, O Israel, My way is hid from the Lord, and my justice is passed over by my God? — In a little wrath I hid my face from you for a moment; but with everlasting kindness I will have mercy on you, says the Lord your Redeemer.
Why are you cast down, O my soul? and why are you disquieted within me? hope in God: for I shall yet praise him, who is the health of my countenance. — We are troubled on every side, yet not distressed; we are perplexed, but not in despair; persecuted, but not forsaken; cast down, but not destroyed.

It is possible to lose hope and give up on life.  The verses above are just a sampling of the many verses in the Scriptures that show us two facts: first, it's natural to feel like there's no hope--and second, that God always has a plan.  He has not forgotten you, and He is on your side. The reality is, as the verses above tell us, He cannot forget you. You are always in His mind. He will treat you with "everlasting kindness," and show mercy on you.  You will still have reason to praise Him. Troubles come.  They always do. And when they do, we have the strength and help of the Almighty to carry us through those times. Even when we are "terminally depressed," His help has not failed.  Our feelings are variable, changeable.  His mercy and kindness are constant.  God is the great constant, and with Him, there's always the sunrise of a new day.
Never give up.  On Him, on your future with Him, on the possibilities of life.  You do not know how He will come through for you, but He will.  And when it is time to pass over into eternity with Him, He will not forsake you there.  He will lead you through the "valley of the shadow of death," not just into it. So whatever challenge you are facing today, take His hand, and let Him stand by your side and walk with you through it.  You never need to walk a difficult path alone.  
"When you pass through the waters, I will be with you; And through the rivers, they will not overflow you. When you walk through the fire, you will not be scorched, Nor will the flame burn you. For I am the LORD your God, The Holy One of Israel, your Savior."
He is on your side. Forever.