Please i need help!! I am lost i don't know what to think.... ?

Okay.... let's say i was depressed.. I have these thoughts that is really crazy that mades me totally down and want to escape from this world.. I also went to some doctors, some said i am depressed, some said its a normal teenage whatever.. But of course i did my part too.. I researched a lot, i educated myself bout dep... and one thing that really taught me was not to listen to those thoughts.. Ok i did that.. i didn't listen to my thoughts, i did not let myself go down in that dark pit again.. i did it.. i didnt felt those gloomy feelings again, confusing thoughts again.. but you know, later on i feel like i was actually running from it, i feel like im not facing the problem... So im confused... People say dont listen to yer thoughts i did that, but my problem is still there...im confused.