Struggling with Hurt Feelings and Depression

My feelings are hurt. It is over something that I really have no right to be upset by. But it’s been hours and I just feel awful. I keep remembering and then I start to cry. I cried earlier for more than an hour. And this isn’t new. Every time I feel hurt, I fall so deeply into my depressive state. It also does not help that my feelings are hurt so easily. All my life “you’re too sensitive!”. But I’m freaking 37 and I still can’t just let something go without hours or days of hurting. I likely have more mental health issues than I am currently diagnosed with. I’ve had extremely limited, next to no mental health services. I have been trying to get myself to a therapist that can help me understand myself better. Because this level of sadness and rejected feelings can’t be normal.