I struggle sometimes with thinking "Why am I depressed??" thinking that I have no right to be and that other people have things harder than I do...

We don't pick depression, it picks us. I don't pretend to understand why others are depressed, I do my best to try and understand what depresses me and how I can change those circumstances to improve my quality of life. It's not a contest, never compare your life to others.

Depression is no such thing to be compared. People become depressed for a reason. Don't blame yourself.

I often think this as well. The way I cope or, really, resist against these thoughts is by reminding myself that just because someone has it harder doesn't mean my problem is any easier. If a child falls and scrapes their knee, they'll probably bawl for quite some time and need consoling. Meanwhile maybe you just got an F on a course you needed to graduate high-school. Two very different problems, right? But while scraping your knee and getting an F have different lasting consequences with different levels of severity, they are both real problems to both you and the child. No one has to gain the right to be depressed because depression can affect anyone.

Maybe they have harder things to deal with but maybe your depression is specifically caused by low levels of serotonin whereas for them, they still have adequate serotonin levels so they feel fine and you don't

Everyone has the right to feel the way they feel. Your feelings of depression are real, and are common in others you may not realize. I am not a therapist and cannot provide advice or insight to depression, but I would be glad to refer you to one through this site.