I went through a lot of guilt and depression in the first month or so, but for me getting into AA helped me deal with some of that and it is a bit better now (after three months).
I echo those who suggested talking to someone if you are having thoughts of hurting yourself or not wanting to be around anymore. No one should have to feel that way.
Journaling has helped me too! So has exercise and trying to eat healthy and take vitamins and all that.