I've never been one of the classically cool people either. Don't feel you're weird for not doing a particular thing, everyone is an individual, and thats what makes life so interesting! I don't go clubbing because I dont enjoy it. I havent had a serious girlfriend because I dont wanna go out with someone just for the sake of it. My dad said he was 'worried' because I dont have a girlfriend or have friends round all the time. I have loads of friends, but if theres something I dont wanna do, Im not gunna do it just to please someone else (obviously not true in all cases). If I were you, Id see a doctor if youre depression/anxiety is affecting you that badly, and to try not to listen to your parents, cos theyre gunna make it worse. Thats a lot harder than it sounds, but feel confident in yourself, and dont give a damn about what other people think about how you dress/what music you listen to/whether you go out/whatever. If you can, get at least a part-time job, cos if nothing else itll get you out of the house, and make you feel a little better about yourself.
What seperates the 'cool' people from the 'normal' people is how well they fit into the little boxes society encourages us to use, and how well they act as sheep. Getting a job isnt going to change who you are, or how someone perceives you if theyre being pig-headed. But if you get some confidence, throw back your shoulders, keep your head up, and look the world square in the eye, youre going to get on a lot better in life!! If you shy away from the world and cower in a corner, it lowers your chances of finding a job or getting the girl. Please dont think Im having a go, Im just trying to boost you!
If you take anything away from this post, make sure its this: Confidence is the key. So what if that girl laughs when you ask her out, or that guy thinks you listen to weird music? Take it on the chin, then forget about it!
Hope things start to look up soon. PM me if you need to talk.