Hey. I like Keane too! So you're feeling stuck at the moment. Let me tell you about the last 12 months for me - I'm just thinking that I was in a similar situation to you last autumn, and I think this might help you. If you're looking for a way forward, your options will depend on your age. This will be a long post, I think, but I hope you (and others) can get something out of it.
I finished college in July last year. I didn't have any plans - I thought I'd look for a part-time job, start going out a bit more when possible, and go on to higher education this September. It didn't work out like that. I hadn't even finished college two months ago before I started to feel really helpless. I felt then quite like you do now - like I was seriously wasting my time, like I should have been doing something. Two months might not sound much, but it was for me, so I recalled the name of a website -
www.do-it.org.uk (England only; see
here for opportunities in Wales/Scotland or overseas) and found that the cathedral were looking for volunteers. I contacted them and started volunteering there in October.
In around November, my mum was getting really pushy about me looking for a job - as if there are any. I basically told her why I had a problem with doing that. You know, my anxiety and all. She is actually very understanding, even though she's very social and interfering herself.

She had me go and see the doctor. Well, the doctor referred me to a therapist - and what a waste of time that was. I think, with therapy, it's good for some, and just doesn't help for others. I only went three/four times. After quitting that, I decided to see Connexions (a UK government advice service for 13-19 year olds). I told them about my anxiety, and how even though I was volunteering, I was finding it harder and harder over time to go out and talk to people and that. They referred me to a program for 16-19 year olds to help me to gain some confidence and to get used to being around people my own age again.
That was basically one afternoon a week of cooking/drawing/other things, with a member of staff, and one afternoon a week of doing group activities with other people, with social/learning problems or both. I'm not sure if
that helped me, if I'm honest. Those sessions were a bit contrived and awkward, even though I did get to know a couple of the others. A couple of months ago, I moved on to their 'foundation learning' program. I'm still doing that now, two days a week, and working towards a Level 1 award/certificate in Business Administration and some personal skills and development thing. I actually have a Level 3 diploma in art and design, but these are more like work-based qualifications, so I think they're a lot more useful, even though I do want to work in art and design.
You might wonder, what is the point of me sharing all of this. Well, the point that I'm making is that I was in a similar position to you almost a year ago now. I say
similar because I don't know how old you are, or where you are from, but I think that even if you're over 19, there might still be a similar path that you can take forward. Socially, I hated my two years in college - I didn't have anybody to talk to. I'm much better off now. I still don't really have any friends, except for the one that I still talk to on the internet (from school), but I have a lot more experience with talking to and working with other people my own age now. I feel better about my qualifications, because regardless of my ambitions, I never thought that an art qualification sounds particularly useful on a CV for the sorts of jobs I can apply for around here, and I'm just happy that I've got places to be during the week. Like I said, it might not sound like much, but from July to October last year, I had nothing to do, and I hated it.
Don't worry about sounding selfish here - nobody's ever going to think you're selfish on these forums. Half of the threads here are about personal problems and difficult situations. If therapy is not working for you, don't worry about that either. It didn't for me, and it doesn't for a lot of people. What you want to do (in my opinion) is make some changes in your lifestyle - nothing extreme, but things that will make you happier. Look into things like training, and volunteering. Both of those things can go on a CV. I'm not saying a CV full of work experience and grades/qualifications is the be all and end all to being happy, absolutely not, but it does make you feel better about yourself.
It helps being in situations where you get lots of compliments and praise! I'm notoriously bad at finding nice things to say about myself, and I always cringe when someone else says something about me, but it is nice really. They also say that you should compliment other people, and it's true. Don't do it because you
have to do it, but if you're thinking it, say it! My friend is a games designer, and with him, it's a bit 'routine'; I make artwork for him, and other people design maps or produce music. He only really comments on the work when it's not quite what he wanted - I mean that's fine and all, but I like to sit at my computer and check out what the others are doing, like listen to the music they've made, or look at their maps, and I tell them how amazing their work is. I give them suggestions, too, but I tell them how much I love what they've done so far. Not because I feel I have to, but because I'm thinking it to myself anyway, and I know that if I share it with them, it will make them happy - or make them feel awkward, but a bit proud none the less.
I hope that helps.