Hi everyone, thank you very much for your suggestion on this serious issue I am having to face right now.
Yes I was told that Paxil has some bad withdrawal effects, but I will see how that goes once I stop the medication.
According to my doctor, it seems like I have been depressed since an early stage in life. Having lived in a boarding school at an early age and then in a foreign country thereafter, it seems to have affected me gravely. 
For the moment, I do not have many people around to whom I can talk about my problem since I moved to a different state recently. I do not want to talk about it to my parents on the phone as it will worry them unnecessarily and they will feel very helpless since they are in Nepal.
I do go to workout regularly but the motivation has decreased recently. Thought about suicide does cross my mind once in a while but I am too scared to do something like that. But I do sometimes wish that I could just disappear from the world.
Anyway, I hope the medication I have been prescribed will help me get through the tough time.
Thank you all for your comments once again.