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Rawdah
I always recommend this to those who are feeling depressed- Try to remember all the good things that have happened to your life. Forget all the bad things what other people's say and what you faced in the past. Remember the good times when you were small and have enjoyed your life. Depression has become common and let me tell you when people tell you about it coming from your lacking of Imaan do not be disheartened. Everyone faces depression at some point or the other and feeling lonely or depressed does not necessarily mean you are a weak Muslim.
Let me tell you a tale.
Sahabah, Musab Ibn Umair (rah.) was a wealthy man, his parents were proud of him, he had a lot of friends. He was extremely handsome, so handsome that the girls used to gather in the streets having make-up so as to get his attention. He used to apply such a strong perfume that it would fill the streets. People could recognize him by his fragrance. Now this was Musab (rah.) when he was a NON-MUSLIM.
After embracing Islam his parents threw him out of their home. His friends no longer liked him, the girls did not feel anymore attracted to him. At that time Islam was regarded as a religion of the lower class. Musab (rah.) did not feel ashamed he was proud to live among the poor. He donated so much of his wealth that when he died the Sahabahs did not find any piece of cloth in his home to cover him. This man, he had so much wealth, wearing such expensive clothes, in the end did not have any cloth to be covered when he died.
The reason why you are depressed is because your heart is searching for a way to satisfy Allah, you need to worship Allah and thank him sincerely for what He has given you than what you want in the future. Only then you will find peace in your heart. I hope this inspires you.
And for your sleeping problem, before going to bed recite the last two ayahs of Surah Baqarah. Hadith says:
It was narrated from Abu Mas’ood al-Ansaari (may Allaah be pleased with him) that the Prophet (peace and blessings of Allaah be upon him) said: “Whoever recites the last two verses of Surah al-Baqarah at night, they will suffice him.”
Narrated by al-Bukhaari (5009) and Muslim (2714).
Also recite Ayat-ul-Kursi as you lay down your head. Hadith says:
Recite Ayatul Kursi every night before sleeping, as an angel is appointed to guard the person till the morning.
Hadith Recorded by Imam Bukhari (rahimahullah) in his Sahih, Hadith (5010).