I never been with a girl do you think a loving and dating a girl can alleviate my depression?

I'd suggest helping yourself first. Hire a personal trainer and get out some physical aggression. You need to prove to yourself you can do something to elicit change.

It's not any woman's job to have her natural empathy abused for your unlikely gain. That's what a therapist gets paid to do.

Get yourself on the right path, a woman will come naturally and you'll be more receptive.