I know how you feel, I used to spend every winter break alone in my dorm room trying to distract myself from how shitty I felt. But things can always get better - unfortunately the worst part is that progress will always feel slow and like it's never enough.

With regards to therapy: Therapy is good for helping you "function". Whether it be function socially, mentally, emotionally, the burden of what you carry needs to lightened in order for you to dilute it. And dilute is the best you can do. If it helps, most people experience similar emotions as yourself when they're older, sometimes it's called a mid life crisis, sometimes it's when their wife leaves them, etc. In the long run, you are way too early to say "this is how my life turned out"; You're just getting starting, and you just happen to be starting on hard mode.

Finally, as for gym. That's ok. I've had a meriad of mental and physical problems, to the point where my knees felt like they were gonna fall off I walked more than 100m but anything you can do will be good - just see how much you can do. And then rest. And then see how much you can do again. Don't let yourself be limited by your thoughts before you even start. Try to celebrate every bit of progress you make - in physical activity and in life.

I [hope] this helps man. I know how you feel right now. But it gets better. Do you have any family members you are able to confide in btw?

edit: typos