Why does other people get to enjoy life and I don't?

Why do I always being on the receiving end of all the bad stuff? Got bullied, developed mental illnesses, can't hold jobs, can't talk to women or people in general. Always depressed, nothing to live for. I should off myself. I really should. No matter how hard I try to improve, I always fall behind. It's like I move two steps forward and five steps backwards. Fuck this shit