depression?? help

Has/does any of y'all deal with depression while your pregnant? I swear I'm always so unhappy and nothing seems to bring me out of it. I do have a lot going on do I know I'm stressed (got married in may, got pregnant on our honeymoon, getting custody of a 6yr old 3months ago plus new step daughter, being high risk/hospitalized some and a first time mom) I just need help on how to communicate I guess with this. It seems like I get so upset/ offended by nothing. My doctor has prescribed me medication, due to dealing with severe anxiety and depression prior. Any tips/advice??