Step Four can be a tough one as it brings up a lot of difficult stuff. I think if you keep moving forward through the rest of the steps, you might start to feel better.
As for self-pity, I used to think "Why me?" all the time. Until the day someone said "Why not?" That was like a slap in the head for me, and I can never think "Why me?" anymore without hearing that response. "Why not me" is kind of humbling; it reminds me that I'm not any more special than anyone else in this world.
I also suffered from depression off and on; learning to pay attention to my thoughts helps with that although it took me a long time to find that out. I also find that physical activity and taking care of myself makes a difference.