But, sometimes I want to slap a man whenever he tells me over a bottle of beer, "You are thinking too much." When all he wants is to get into my pants.
If their best response is that you're thinking too much and there is nothing more that they share, you're right, they're just trying to get into your pants.
With that said.. thinking too much is only bad if you're unable to control the way you are responding to your over-thinking. Analysis is good.. but don't get into "analysis paralysis".
At some point, you will need to stop thinking about all of the "what ifs" and act on what you know and what you can do about it. I think you've figured this part out though, so for someone to tell you that you're thinking too much, either you may not have explained all of the actions that you're currently doing, or they just aren't able to comprehend the level of effort that you've put into your business.
It sounds like your depression may be coming from comparing yourself to others. I think this is common with all people; we want what we don't or can't have. Instead, I'd suggest that you think about all of the things that you have done successfully! You're doing an amazing job pushing forward with your business, despite the costs and barriers that you're encountering along the way. Unfortunately your business venture hasn't been an easy process to start up, but you've done an amazing job getting to where you are, and I'm hopeful for you that things will start to get better soon!