I go back to sleep multiple times in the morning because my dreams are more interesting than my reality and I'm not depressed when I'm asleep.
Why do you think you are not depressed when you are sleeping?
My mind doesn't have a chance to start looking at how bad my life is.
It is okay to like your dreams when you are sleeping  but it is wrong to want to sleep and dream instead of living your life because you are too depressed get out of bed. Thus you should seek therapy help if you feel so depressed that you do not want to get out of bed.
I'm fine and I can handle my life without someone else's help.
Sleeping too much and wanting to dream away to avoid reality is the sign of a deeper problem with depression. If you can't get yourself up and moving, then it is time to get some professional help.