I've never personally had to deal with depression, but I've seen it hit some of the most robust people I know so there's nothing soft about it at all. To be honest, it takes balls to admit to others that you're depressed especially when you've only recently joined your unit.I know I sound a bit silly for a 32 year old man or a bit soft.
I would concur with others about sticking it out for two years. If it's genuinely destroying you then obviously you should consider leaving, but if you're ok to stick it out for two years then do that and use your time in service to get as many qualifications as you can to sort yourself out for civvy street. Then when you hit the seven clicks (if things haven't improved by then), exploit the resettlement package for all it's worth. Use your ELCs, get advice on writing a CV, take all the courses that the army offers. At least you'll have used your time in uniform to set you and your family up for the rest of your life.