Can someone please help me stop feeling so bad or at least try to make me feel better?

I am a Catholic and 12 years old. One day i was convinced that santa wasn't real (I know that doesn't seem so bad) and later started to think if there was any magic in the world. I was later confronted with the question is god real and does anything happen after we die. This has been making me feel sad and worried for all my loved ones. I've turned to the internet and yahoo answers for... well, answers and they have made me feel even worse. Some other things that may have triggered my sadness could be the loss of my 1 year old dog and the fact that my family seems to have a history of depression. I'm too embarred to tell my parents because we live on a small base and everyone knows everyone, so i don't want to go to a therapist and be known as "That depressed kid" at school. But then again I've not been able to sleep because of the scariness of death. Can someone redeem my faith in Catholicism and my belief in magic please (or at least try to cheer me up).