I'm also getting married in four months. Everything in my life should be wonderful, but I find myself depressed and unsettled. My fiance believes that I should seek psychological counseling for depression, but the more I read about giftedness the more I am convinced that I just never properly adjusted to the world around me. I can't talk to anyone about this -- the conversation usually ends with, "You poor genius, life must be awful." Even my closest friends generally take me to be arrogant.
There are plenty of resources for helping the young gifted child adjust to the world around them. What's available for people who are gifted and still growing up?
Here's why: Gifted persons of any age can perceive situations more intensely. Emotions can be felt very deeply, situations can be over-analyzed. Your giftedness is certainly a contributing factor, but if the outcome is depression, it needs to be addressed just the same.
Counseling may be short-term and does not necessarily have to result in taking an anti-depressant medication. In fact, I believe it's a good idea for gifted persons to have access to counseling at various points of change in their lives (like getting married) in case emotions are heightened. Counseling could also help you "adjust to the world around you."
I would strongly suggest the following two books: Women With Attention Deficit Disorder by Sari Solden, and The Gifted Adult by Mary-Elaine Jacobsen, PsD. The second book includes some references on how to locate counseling that will address giftedness as well. Good luck. I'll be thinking of you.