Depression - Where Did It Come From?

Okay, so I'm a weird trouble person. I've been depressed for a really long time. When I was 2 years old my father was on a movie set and the director told stunt men to "jump" on him. I guess the stunt men didn't know how to do it correctly or they were only supposed to pretend to jump on my dad, but my dad suffered 7 herniations in his spine. He always had to have medication with him. He had pain killers, medicine to stop the pain killer from making him tired, meds to help him sleep etc. He started to do strange things like tell me that there was a criminal living above him and he taped garbage bags to the ceiling to block the "spy camera's." I was only 2 or 3 years old and I thought this was some-what normal, but it still scared me. I did notice that he wasn't always stable. When I was in pre-school I walked around with the biggest doll they had that was bigger than me and said to people, "This is my daddy & I need to take care of him." Every time my mom tells this to therapists it really upsets me. Because of the medication, his consciousness of what was going on around him was off & on. He missed birthdays, holidays, important days. One time my dog was sick so we got in the car and took him to the vet, we went up to the vet while my dad parked the car. My dad never showed up. Right when I closed the door he got amnesia, his mind totally lapsed. My mom kept trying to reach him & someone finally picked up at his house (we were living separately) and it was the police. They said "Ms, we're sorry to tell you, your daughter has been kidnapped." But I still with my mom at the vet. That's when I knew he wasn't normal. When I was 7 years old, it was Christmas morning and my mom was going to drive us up to Westchester to see my grandma (father's side) and my dad who was taking care of her for a while. literally, right before we were about to walk out the door, we got a call saying that he died around 2:30am. It didn't really sink in that I would never see him again until I was 8. I've been to dozens of therapists, psychiatrists, and group therapy sessions. I've been hospitalized about 4-5 times. My best experience has been at Four Winds. My worst experiences have been in-patient at Mount Sinai and Presbyterian and day treatment at Belview. I don't fit in with them or relate to any of the kids there. I'm dealing with depression, and school, and they're dealing with having sex with too many people and drugs and stuff. How am I supposed to relate to that?