Welcome Alan! Good for you that you found out about the lack of truth in the org at the age of 17. Please don't let anyone pressure you to do anything. You can bring up Jesus and say that he is the model to follow and that he got baptized at the age of 30. You can say you don't feel ready or perhaps don't feel mature enough to handle the responsibility as it is a lifetime commitment. You could point out that you can't legally drink or rent a car so why rush other things. Please do take care that the depression you mentioned doesn't get out of hand. Perhaps get involved in a physical activity to keep you busy and active and it helps with stress.
Enjoy your youth. Get an education. Life your life.
I wish you all the best and take good care of yourself.
Hadit