Depression due to baby daddy.. anyone else?

Is anyone dealing with depression? Me and baby daddy seem to have called it quits and I don't really have a support system could really use some encouraging words.. this is my first baby n I'm constantly crying.. I went to my dr already and they said if I continue this way I can go into preterm labor.. so there recommending therapy which I'm completely for especially since I'm somewhat new to Colorado n don't really know anyone.. so any encouraging words from you lovely ladies would be great