The thing with depression is that there is often no reason that you feel sad. This then makes you more sad as you feel guilty for feeling the way you do with no reason, throwing the "other people have it worse" card is often the worst thing that can be done as that makes the guilt even stronger. self harming isn't always an attention thing, people often feel so guilty for feeling the way they do that they believe they should be punished and self harming is one way they can punish themselves.
I suffered with Manic depression throughout my teens and at a couple of points I self harmed, (nothing too serious mind, I tended to burn myself instead of cut). I always kept it secret so not even my parents knew, so it wasn't an attention thing. That's not to say that some people don't do it for attention, it's easy to get angry at these people but sometimes it's their way of crying out if they can't face talking to someone about it.
This blog post is a great description of how depression can suddenly come on for no reason and how the self hate can come on. But as it also shows it can disappear as quickly as it came on (as it did with me), so no matter how bad things seem there will be a point where you are happy again.
http://hyperboleandahalf.blogspot.co.uk/2011/10/adventures-in-depression.html