I would like to share my own story. I had alot of family problems when I was younger and I suffered from abuse and neglect. One day, when I was especially stressed, I cut myself unintentionally when cutting an apple. But, I felt better. It was almost as if my internal pain was being transferred externally and I felt relieved. Then, whenever I felt depressed or hurt, I would cut myself. I knew it was wrong, but I couldn't think of any other solution. My family was part of the problem and being shy, I didn't have many close friends to confide to. I later went to a few psychologists, but as helpful as they tried to be, they were not able to comfort me. I began to suffer from eating and sleeping problems as well and my grades dropped. Then, I attended a halaqa where the speaker talked about teenagers and stress, anxiety, and depression. I took her lecture to heart and began to pray and read Quran. I cried to Allah SWT when I was feeling bad and I took solace in the advice of the Quran. Honestly, just knowing that Allah SWT is watching over us and willing to help the believers is comfort in itself. And what also helped was realizing that Allah does not give any person more burden than he or she can bear. When you're depressed, it may seem like nothing will ever get better, but it does, and I thank Allah SWT everyday for making this possible for me and guiding me away from the path of self-harm.
I do not intend to sound condescending or offend anyone in writing this. I'm just talking about my experiences. When you're feeling down, try to pray and read Quran. Outside of religion, it does help to talk to someone about it, whether its a trusted friend or family member. Bottling up emotions do not help. Even though I did not find psychologists helpful, that is not to say that psychiatric services are useless and to some people, are very helpful. Try and find other stress relieving activities, whether it be writing, punching a pillow, etc. I find exercising a great source of relief.
I'd also like to thank the person who started this thread and everyone who contributed to this important topic.
wallahi I understand sometimes things may get too much... for e.g last week I nearly lost ma mum 
