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You sound a lot like me at 24. I asked myself all the time, why do I keep living?
Once, on my balcony, I asked (whatever you imagine the Deity to be) and just waited in silence. For that sort of thing to work, you have to have an open mind. Maybe it's just your subconscious talking, but then somewhere inside you know why you're still alive.
Don't know what your particular ailment is, but I had (still have) mine. Depressed since forever: missed opportunities, aspects of myself that hadn't developed for reasons beyond my control.
I will make a few assumptions here, Anon: white male, American, not from a wealthy family? Welcome to the shittiest demographic in the country. No one really likes you, and they're sure as fuck not going to program exceptions and assistance into the system to help... but that's not the end of the story.
Not a religious nut, but existing at all is a miracle. I would never, ever recommend taking up Heidegger - but the core of his thought and others in that camp, roughly, could be useful. The "question of being" as he puts it - why is there anything rather than nothing at all - comes to us all in different forms, but there is no answer. The only real purposes our lives have are those we create...
Find something you like to do (creating, producing, fixing, whatever) and do the fuck out of it.
As others have written, just get used to the depression and keep on chugging. Nothing will make it go away, but a little bit of success will make it STFU for a while.