Help me through my depression?

I'm a 15 year old boy. Why am i depressed? Well the main reason is this: I never seem to ever do anything on the weekends whether it's going to parties or having fun or anything. First off, i've NEVER been invited to any type of party. Do i have friends? Yes i do have friends. Any friends close, ehhh kinda. Not exactly though. But i just get a feeling of jealousy that i never get to go to any parties or anything. Also i've never dated a girl before. 15 year old and never kissed or dated a girl? Thats sad. And that really does discourage me knowing this. I dont have any friends that are girls and i dont text girls. And it just saddens me that boys my age are going out to parties having major fun and dating girls and meeting girls and talking to girls when i am NOT doing either of those. I feel as if i miss out on a major part of my childhood life, having fun when i'm not. I do work out and play video games to try and distract myself......but that doesn't help me too much. Suggestions?