Thinking too much and depression!

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I've always hated when someone told me not to "sweat the small stuff." I over analyze everything out of instinct, them I'm left alone with my thoughts making absurd conclusions that depress me and increase my paranoia. I mean I've never been happy before, just exhausted and miserable from thinking too much. For example , this morning I put gas in my car and I wanted to pick up a muscle milk because I hadn't had breakfast yet. I was scared because there's always some guy who's homeless and I get depressed thinking "what if that happened to me." Then I think about how he became homeless. Was it drugs , alcohol , the economy , no education etc, then compare it to myself, I don't drink , I don't do drugs, I'm in graduate school , I've always had a job since I was 12. And this goes on the entire day. Does anybody have a way to distract myself or at least cope with it so I don't feel terrible the entire week?

your thoughts are just a bad habit. Like any habit they have to be broken by gradually and sustained fashion replacing them with more pleasant thoughts.

So the next time maybe you can think instead about why you call liquid you put in your car 'gas' or why you refer to the milk as 'muscle milk' when it is not made of muscles.

Stop method:

Whenever you notice your thoughts going downhill, say to yourself (internally, not outloud), "Stop!" Keep doing this because the train of negative thoughts has momentum and will be resistant to your efforts to stop it. Practice the Stop method everyday of your life. Eventually, you will train your brain not to go down that negative path. You won't have to tell yourself, "Stop!" very often because you won't be getting lost in negative obsessions.

Mindfulness:
Everyday, all day, make an effort to focus on what you are doing and what you are experiencing. If you are thinking, that means you have left the present moment. It is impossible to worry unless you are thinking about the future. If you are focused on the present moment, you cannot worry. The Stop method is something that you can use to bring your attention back to present moment when you get lost in negative thoughts or worry. You will get distracted. You will forget to practice mindfulness. At time, you will need to think and analyze things. You won't be able to practice mindfulness. That is okay. Just try to practice mindfulness as much as possible. Spending some time sitting and meditating at the beginning of the day (20 to 30 minutes max) might help you stay mindful throughout the day.

Medication:
Anti-depressants and anti-anxiety medication can help with those types of thoughts. Beware of side effects.

By the way, I use the stop method, mindfulness, and medication everyday to keep my thoughts in check. It is working great. I keep getting happier and happier. It's because I am spending less and less time caught up in negative obsessions. The improvement seems to build on itself.