Everyone is really excited for me because of this job I worked really hard to get. But I can't help just feeling depressed and like a failure.
That's too bad; what is it that making you feel so depressed?
I feel angry that they are making me feel bad.
It is hard to fail or to not do as well as you want but it is not good to sink into depression. You should seek help so that you can feel better.
Maybe some people can understand my feelings.
It is understandable to feel upset when you are made to feel like you are doing badly at your job. But most people struggle when they start out at a new job; after you get over the learning curve you made realize you love it. Maybe you could find someone who knows your job well to give you some tips and encourage you.