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In many ways, the confusion you are experiencing is what a very famous psychiatrist named Viktor Frankl called: an existential vacuum. You are feeling depressed because you are finding the world and life completely meaningless.
Viktor Frankl
http://en.wikipedia.org/wiki/Viktor_Frankl
He wrote a very famous book called 'Man's search for Meaning':
http://en.wikipedia.org/wiki/Man's_Search_for_Meaning
According to a survey conducted by the Book-of-the-Month Club and the Library of Congress, Man's Search For Meaning belongs to a list of "the ten most influential books in [the United States]." (New York Times, November 20, 1991). At the time of the author's death in 1997, the book had sold 10 million copies in twenty-four languages.
Both Viktor Frankl and Karl Jung have written a lot about how religion gives man the meaning that he seeks from life so he does not experience this existential vacuum and become depressed.
I had written a small article a while ago on the subject that you all are talking about:
The fate of the confused Hindu:
Can two contradictory forces paralyze motivation?
In other words think of a young child. His parents are fighting. He respects both his parents. But all of a sudden his parents ask him to pick sides. Ouch. Painful. So now he is torn. His motivation is paralyzed. He loves both. He cannot choose. But the parents are adamant that he can't have both. How is he supposed to choose between them?
Now imagine that the two parents are not individuals but rather two groups. Two groups of peers. This is middle school. And the two groups of peers are putting pressure on the individual. The individual must choose sides. There is no middle ground. The political environment of the school is poloarized and charged. There is no room for the middle.
And let's up the ante a bit more. Let's say that one of the groups is secular and is about ambition and external achievement with no interest in religion what so ever.
And let's say that the other group is ultra-religious. This group is about sacrificing fog God, doing service in temples, doing puja and following religious rituals.
And let's say that there are Hindus who haven't adamantly chosen either polar group but rather find themselves in the middle--you know, the confused Hindus. Could the sheer force of the two polar groups paralyze the confused individuals in the middle?
In other words think of the confused individual in the middle as a little iron ball.
Now think of the ultra-religious Hindu peer group as a big magnet on the left. And think of the purely secular peer group as a big magnet on the right. Now both the peer groups are influencing the iron ball in the middle. There is no question of him not being infuenced with such powerful magnets at play. So what happens to the iron ball? Does he go to the right? Does he go to the left? Does he vacilate back and forth depending on how the circumstances are changing? Or does this iron ball get paralyzed, unable to act because he is so torn between the two powerful magnetic forces?
Could this individual in the middle just not want to do anything in his life because he is so torn between these powerful forces playing inside of him, ripping him asunder? Where the individual struggles with trying to find peace between these two powerful forces playing within him, but can't. He just can't figure out how to live his life in such a way as to find a happy medium between the two unyielding and absolute forces acting on him?
The two forces cannot see eye to eye. They are diammetrically opposed. Where one exists the other cannot. They are like light and darkness. They are like high and low. They are like heavy and light. Does the individual in the middle get crushed? What happens to him?