TTC and Frustrated

-I'm 22 and TTC with my boyfriend. We have been trying for a little over 4 months now and still nothing...he has a daughter with his ex so I know he isn't the source of the problem. I've had a miscarriage back when I was 16 but the Dr told me it didn't mean I couldn't have children it just meant that this one didn't work out. That was 6 years ago. After that I was on the depo shot for about a year and then I stopped getting the shot all together because I was tired of not having my regular periods. I'm feeling frustrated and actually a little embarrassed because I feel like I should be pregnant by now. & everytime my bf asks each month if my period came I just cry and tell him yes and he always looks so sad. I don't want to resort to the Dr just yet but I'm strongly wondering if it's taken anyone else this long to conceive and what tricks they used that might've helped along the process. Thoughts? Concerns? Suggestions? I'm desperate at this point, I really feel like a failure at being a woman. Please give me some insight as to what I should do next month while TTC. šŸ˜žšŸ˜žšŸ˜ž