I know well the pain of depression. I've suffered from severe mental illness including but not limited to depression for years... I can tell you that it does get better. During a downer, *everything* hurts, and it's hard to remember that you've had days in the past that have been better, or to really believe that you'll have better days in the future. But sticking with the Lord has gotten me through the roughest times and has also given me the best times.
In this situation, there's unfortunately no guarantee that your feelings will change the way you want to them, as they're so out of control. I haven't honlestly felt relaxed in about six months, and I could count the number of times I've experienced true joy in the Lord on my fingers. But when it *does* come, it's the greatest thing ever! I don't even care if it only lasts a night, it makes the rest of my life seem worth it...
Have you found a church to call home yet? I hope that you will find people around you to encourage you in your early walk with Christ. I too started my relationship with him while very depressed, but it really helped to have people in the community who could experience His presence with me.
How's your support network in dealing with the depression? As much as I know it sucks talking about it, it has helped me immensely so far to have people to talk to about it, particularly those that gently nudge me to talk about it (since I sometimes feel that I'd quite happily keep my mouth for the rest of my life while it all fell apart!).
As for feeling his love... I'm afraid that can sometimes be limited by how well we are able to understand love. I struggled a lot in this area, not having had much understanding or experience of true love, but I have learnt now that He loves me more than anything in this world could ever love; He considers me precious above everything that He has made. It's true for you too, I pray that you'll be able to see it as you seek after Him.
Your brother in Christ,
Andrew