16 and recently diagnosed with depression. I NEED advice please. Can anyone help me ? does it mean im crazy?

Hi, I am a 16 year female and since i was 12 i've been really moody, gone through terrible bullying, parents fighting, thinking about suicide, cutting a lot , crying for no reason , highly sensitive, really angry, never getting along with my parents , boy friend made out with another girl twice , got aggressive with my sisters at times and so on. I never really had a really bad incident that would cause a depression. I've been to several therapists and vie been with my third one since february and about a week ago after taking the MMPI-A i was officially diagnosed with depression. I am very uncomfortable with having that title put on me i already feel different enough from all my peers so the session she told me i was depressed i told her i wanted to stop therapy and all that... i think im scared and i need advice PLEASE...does this mean there is something wrong with my mind am i crazy or am i a spoiled privileged teenager ?