Am I depressed or is my life depressing?
This question helps distinguish between clinical depression and situational unhappiness. Sometimes what feels like depression might be a natural response to genuinely difficult life circumstances.
Am I anxious or would any normal person find my life anxiety-inducing?
This helps differentiate between anxiety disorders and reasonable stress responses to genuinely stressful situations.
Am I a loner or are the people around me not supportive?
This distinguishes between personal social difficulties and being in an unsupportive environment.