Raf: Leaving a religion that you've grown up in, especially one as high-control as the WT, is a traumatic experience. Add a coming out to the mix and you've got a recipe for significant emotional and mental stress. Here are a few suggestions:
1. Get professional counselling. If you're in a public/state college, your tuition pays for an on-campus (read free or low-fee) counselling service. Take advantage of it.
2. Have you read Ray Franz's Crisis of Conscience? Or Hassan's book on leaving a cult (can't think of the title at the moment--someone help me out)? You'll find that your feelings are shared by almost everyone who leaves. As tec said, you're in mourning for one of the key parts of your life. But it WILL get better, as LL noted.
3. Get busy reading the experiences of other posters here. You'll find that we all have analogous experiences in some way or another. You're not alone!!
4. Give yourself time...That's tough for someone still in their teens, especially when you've got the tremendous emotional pull from your parents, who undoubtedly love you. Try to make it clear that your love for them hasn't changed--As you know, JWs mix up love for the org with just about everything else--love for family, for God, etc. You need to parse out these things as separate, unrelated feeings.
I hope this makes sense. My heart goes out to you...it's tough, but you WILL get through it.