I was on fire when I became a Christian but now I feel empty and alone. What happened to me? What do I do now?
My experience is that the Christian journey goes in fits and starts. We start with great enthusiasm. After a while, we become puzzled or overwhelmed or tired and have to rest a while. Then God raises up another king or prophetess, apostle or deacon, or even a fellow brother or sister in the faith, who inspires us and helps us down the road further.
So it is with healing: we heal one piece and think we are done. Then other pieces come back to us, and we find that we must do more work, prayer, and processing to come to a point of deeper healing and faith. It seems that human beings can only take so much revelation at one time. Sometimes when life circumstances have beaten us down, it seems we have to go to the bottom before we are desperate enough for our situation to change, and thus become ready to change.
Despair blocks out the light of Christ. We want the light of Christ in our lives. Richard O'Connor in his book, Depression, speaks of how antidepressants can get you "up," but they can't keep you up if you haven't changed the thought processes and habits. Changing habits is the same as taking on spiritual disciplines. It takes great time and encouragement to acquire them, and even then we may lapse in our practice of them.
The best way to keep following Jesus is to join a small group or two. Find a Sunday school Class, youth group, or bible study where you can share openly and be accepted for who you are and where you are on your faith journey. A small group will also help you keep growing in the faith through learning more about Scripture, and being involved in prayer or service opportunities.