Why am I constantly sad?

I'm 20, have a boyfriend, have an okay job, have friends and family but every single day is a struggle for me and it has been for years. I just feel so tired and so lonely even though I have so many people around me. And one part of me feels so sad then I have another part trying to go against how I feel, telling myself that I have an okay life and there are people worse off than me. It is actually doing my head in that I'm arguing with myself! One of the main struggles for me is my self esteem I honestly hate everything about myself and wish I could change it all, from my hair to my nails to my teeth and shape, my eyebrows, even the shape of my hands. I cant even look in the mirror at myself.. yet people say im beautiful.. if only they knew how i felt. I just feel so negative and I really can't help it. I try and try to be happy but I want to cry. I crave attention 24/7 off of my boyfriend just to feel like I'm worth it to somebody.. I feel like escaping from my own body into someone else's life so I don't have to feel so miserable, is this normal? Why am I so sad!? I've been to the doctor and they said I'm severely depressed. They gave me medication but I feel as if they didn't help so stopped taking them. Is a therapist a good idea? I'm just so stuck and feel like screaming and tearing my hair out.