I am depressed, yet...shouldn't I consider myself incredibly lucky?

Remember to count your blessings. If you count what you have (food, a home, a family) it will not seem important anymore. Also remember, like you said, your parents love you and that is all that matters. There is Absolutely nothing wrong with being gay and the world is definitely starting to accept them, TRUST ME. For example look at all that states that gave rights to gay marriage. They would not do this if they did not like gay people. You can do it, don't become depressed because being gay definitely does not make you any less important in life. Keep going you can do it!