The thing I wish I could impart to my depressed teenage self is just how short-lived my problems were. At the time, it seemed like misery had no end, so giving up seemed reasonable. Now I know I'd be fairly happy by 19, loving life by 23, and now I'm in my 30s and shits awesome.
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I think it's impossible for a kid to see that far, but if I knew then that it didn't really matter how bad I was doing at stuff, I probably would've been relieved. Reality is, you get a million at-bats. You'll be 20 people before you die. Relax and try to absorb some things.