Totally. Most of my depression/anxiety issues come from being bullied as a kid and not having any teachers or administrators stand up for me... ever. (Heeey trust issues fancy seeing you here!) When I hear stories of people who were abused or had major trauma, I feel so guilty about suffering from depression. It's like, if people with REAL problems can manage their depression, what right do I have to go home and cry myself to sleep because a shithead kid called me "cow" when I was 8? And when people try to cheer me up by saying "look at all the great things you have"? FUCK THAT. It just puts me into a deeper hole because I feel like I'm being selfish for focusing on my stupid shit when people are starving and homeless. It turns into a messy cycle to the point where I have to use my daily allotment of courage just to tell people, "thank you, but that actually makes me feel worse."
Actually, I confessed to my therapist recently that I'm afraid that I made the whole history of my childhood bullying up or exaggerated it because I have so little recollection of the events. I'm sure that somewhere along the line someone said, "it can't REALLY be that bad," and I convinced myself that I was making the whole thing up for attention. And that scares me even more than just being depressed.