Music has an effect on the way you feel. Do you listen to positive upbeat music or music that has a sad and/or angry tone. Do you listen to music that praises God or the world? I felt more positive and happier when I started listening to Christian music and only occasionally listen to other music. What about the people you hang out with, are they mostly fellow Christians or non-believers? People do not always realize how much music and other people have an influence on them. See I Peter 1:14-16
The closer to God someone is the more they feel his presence. Getting to know him better helps when going through difficult times. The more time spent with him, the more his peacefulness is felt. Ways to get closer and stay closer to Him are: listening to sermon's, reading the Bible, praying, listening to Christian music, spending time with fellow Christians, and attending group bible studies where you can discuss what you are learning. At the very least, I will read some verses in the bible or read one or two pages of a devotional book and pray before I go to bed every night. See Ephesians 4: 13-15, James 1:22, 2 Peter 1:2
It is also important not to judge others. This can be easier said than done sometimes. We do not know what is in another person's heart or what is going on in their life. Forgiving others is also very important and can be difficult as well. We have to remember we are forgiven and so we must forgive others, and that includes forgiving ourselves. Luke 6:37 Do not judge others, and you will not be judged. Do not condemn others, or it will all come back against you. Forgive others, and you will be forgiven.
Most importantly have you taken the first step and accepted Jesus into your heart? Romans 10:9 -10 If you confess with your mouth that Jesus is Lord and believe in your heart that God raised him from the dead, you will be saved. For it is by believing in your heart that you are made right with God, and it is by confessing with your mouth that you are saved.