Why do I never want to be myself?

I don't lack confidence, I don't think I'm ugly. I just don't know what it is. Whenever I may watch evan a TV programme and see somebody that has achieved or seems to have a great life and I get depressed and sad, and just want to be them. How can I stop this? Because it really is just horrible being depressed. Any help would be nice. No time wasters please:)