Being diagnosed with depression doesn't mean anything bad. Like a previous poster pointed out...most of us didn't get to the stage we're in now without some sort of emotional issues. I'm sorry your psych had such a bad bedside manner when telling you about the diagnosis. Hopefully, the treatment you have from here on out will be better.
I have my psych eval on August 21st. I've been diagnosed with major depression and generalized anxiety disorder for years. On meds for both...again for years. I decided to start seeing a therapist before I even decided to see a bariatric surgeon. Depression doesn't necessarily go hand in hand with being sad. Sometimes, yes, I feel awful, and have even felt suicidal. But I would say 80% of the time, I'm what you would call "normal". Please don't consider that diagnosis as an insult or even the doctor being mean. Maybe he saw something in you that you don't necessarily see. It took me a long time to admit I needed help mentally and physically. And I truly hope you find everything you need to live the best life ever.