Curious Kitten, I love your name!
You have obviously had a tough time growing up without enough love. Humans can't function without it, though, so it's no wonder you became depressed. You now, I believe, realize that "self-medicating" with any kind of drug to try to numb the depressed feeling is a bad idea. A better idea would be to talk to a doctor about your depression because it really is a physical illness. It alters the way your brain functions. Talk therapy is a great way to treat it. It is effective and it actually rewires the way your brain functions. Do you have health insurance or access to a doctor?
This is truly a bigger deal than deciding on God's existence. You must be healthy and thinking clearly first.Take care of you! You deserve it!
Also, please consider that Jehovah's Witnesses are a high control religious group. They give "love" with a lot of strings attached. It is easy to recruit people who are depressed and feeling unloved because you are looking for something better in your life and their "love-bombing" feels great. Unfortunately, it is often temporary. Since it is clear that you are very intelligent and academically inclined, use those gifts to do your research on the Jehovah's Witness religion. The internet is your friend! Please research "high control religious groups" in general. Getting involved in them usually sucks more life and energy out of you than you end up gaining from what looks like such a nice group on the surface.
Oh, and welcome to the forum!