Is it normal to feel even more depressed because you won't do stupid stuff?

You know when people get depressed or get bad news, they lose control and start eating a lot, drinking a lot, not caring, etc. Well in a way thats just their way of dealing with it, but what about for people like me who won't deal with it in that way which means we feel even more depressed cause we don't have a way to let it all out? Im not having the smoothest breakup, its really wishy washy because its not completely over but it's over. I think the main reason why Im taking it so hard is cause I genuinely feel like Im not good enough for him even though he said one of the reasons is because he can't give me what I deserve at the moment so he thinks hes not good enough. When we were together, I always carried such low self-esteem not cause he would directly tell me Im not good enough but I can just sense it or perhaps it was just me dealing with low confidence.

So now that he broke up with me, I have no idea what to do because 1) if I do let lose and not care, its just gonna prove my point Im not good enough, hes gonna see how careless and a wreck Ive become, of course hes not going to want to be with someone like that and 2) I want to better myself for revenge but I am too depressed to move on. Nothing motivates me. Ironically, he motivated me to be better and he still does. Now that Im single, nothing motivates me unless I think of him or imagine still being with him and suddenly I have motivation. But without him, I feel nothing. I wish I was careless and just drank a lot to let it all go but Im not like that, so how else do I let it all out? I go to the gym but Ive always gone to the gym. Im like fine but not fine.