I'm I'm so much pain! And feeling depressed. Anyone feel the same way?

I'm 10w 6d. I have a wonderful fiance, a beautiful home, and just got a puppy. The last 2 weeks I've been feeling so depressed and unhappy. I should be appreciating and enjoying life. But all I want to do is lay down and not leave my house. I deal with a lot of stress in my job, and don't have many girl friends anymore. Maybe it's that, with the combination of morning sickness. Do anyone feel the same way? On another note I have the constant feeling like I have to pee but my bladder is empty. It also hurts to pee towards the last couple of drops. I went to my doctor 3 days ago to have my urine tested. She said their is nothing wrong with me. And looked at me like I'm crazy. I don't feel comfortable around my doctor. I'm in constant pain throughout the night. And don't know what to do. Someone please help...