Yes, I think you really have to trust yourself. That's were it all starts. But it may take time to find out who you are. Maybe you've buried your real self deep inside and the self you present to the world is your idealized self. Karen Horney talk about this in her books. Maybe you don't trust authority. Maybe you don't even trust yourself. But inside is your real self. It may appear to you as "damaged" and you may dream of slipping around in mud in a graveyard where all of your feelings and difficult experiences are buried. If you can find a person you can trust, usually a psych or a psychiatrist, you can begin unraveling everything and you'll start to heal. It's an alchemical process, turning base metals into gold.
RE: What to do if you are Depressed