PF

I am seeing a counsellor and over the last 2 weeks I have been seeing when I am depressed. Up until yesterday I found no issues but I had 4 or 5 drinks last night and although I wasnt drunk I was feeling depressed as I was quiet around my friends and I was thinking depressing things like I will be alone forever, I chose the wrong uni, I will have a crap job etc. Yet none of my friends seem to have the same problem. Is there something wrong with me?