Hello and welcome to the forum. In spite of your anxiety you have managed to post here. Congratulations.
One of the bad things about anxiety is the way it makes us feel. You feel pathetic and ungrateful which is not good as you are far from pathetic. Others do have problems, sometimes quite horrendous, but this does not mean you are not worthwhile. Anxiety does not necessarily come from having bad things happen. Mostly we are anxious because this is the way we are.
There is the perception 'out there' that anyone with a mental illness should get themselves together and snap out of it. Mental illness is real and hard to live with. No one wants to be unwell and neither do they make up stories of this sort. Please believe me. You are coping with anxiety and have asked for help. That is being genuinely proactive. So thank you for posting.
Other will be along to chat to you soon. I am glad you felt better after writing in. It is good to keep a journal of sorts where you can say what you want and how you feel. Do not keep going back and re-reading, or at least not for some time. Reading about your negative feelings can reinforce them. Writing gives you to freedom to to say how you feel no matter how good or bad that is. Reading your words down the track sometime later can show you where you were and how far you have come.
Beyondblue is here to help and support you on this journey, and it is a journey. No shortcuts I am sorry to say but not necessarily a long journey. I hope you will continue to post here.
Remember you are a worthwhile person who is struggling with some difficulties at the moment. Comments from your colleagues do not mean you are a nuisance. It is the way you are seeing the remarks. Every time you think you have said the wrong thing can you stop and ask yourself if it's reasonable. We all say the wrong thing at times. I feel you are so anxious that you jump to this conclusion without hesitation probably before the other person has spoken.
Do you believe it would help to see a psychologist? Why not have a discussion with your GP about this? Make a list of all that is happening in your life and take it to the appointment. Put in the good things as well as the not so good.