There's nothing wrong with being a night time person - I prefer the dark when it's quiet. But the problem is letting it interfere with your progress in life.
It's normal to not know what you want to do - I've changed my studies uh.. 3-ish times now as I change my mind. My advice would be just do something. Just try something, and do it, and learn from it - if you end up doing it forever, awesome! If not, then you'll know why you didn't like it and it'll help you choose something else.
You could always work nights and sleep during the day if you just prefer that kind of lifestyle, as long as it isn't secluded loneliness you'll be fine.
If you think you have clinical depression, then it wont fix itself. Depression is a chemical imbalance in the brain, simply trying to be happy doesn't correct that. Drugs correct the imbalance - they aren't evil pills that make you in to some kind of zombie - they work and they're prescribed for a reason.