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I'm still considered 'depressed' by doctors today but I'm slowly getting better and wanting to get back into the life i had more and more.
If you've been diagnosed with depression, I assume you're receiving some sort of SPAM for it. If that SPAM isn't working, you need to communicate with your doc and find something that does help. You need to deal with this hurdle first before worrying about your Game.
As for anxiety approaching, that's normal. Your goal should not be to rid yourself of that anxiety, but rather to be aware of it, accept it, and still approach. Even top PUA's get approach anxiety. It's a normal human reaction to meeting a new person. It's part of the survival instinct that kept our species alive and thriving. Be grateful for it. Without it, some other species would be running this ball of dirt and we would just be exhibits in their natural history museums.
Welcome to the forum.