There is no need to feel depressed. If you let your negative emotions rule you, then you will suffer. But if you conquer negative emotions, then you gain cognizance, comprehension, realization, and the happiness of God.
Sexual falls have less power when they are not intentional. Therefore, if you are suffering from nocturnal pollutions, do not assume that you have lost "everything." That is your mind speaking. While it is not beneficial to suffer from this problem, it does not signify you have failed in these studies, or that you cannot succeed. I know the case of an instructor who, many years ago while beginning as a student, was suffering from this same problem. He would have Maha-Samadhis in the different dimensions of the Tree of Life, but would still suffer from nocturnal pollutions. Despite his lust, he continued forward and is teaching now.
The solution is to march forward. Do not let your mind defeat or deceive you. Defeatism is a terrible illness that is conquered through prayer, mantra recitation or Japa, divine music, literature, poetry, inspiration, and meditation. When you feel defeated, listen to the great works of Art, such as Wagner and Beethoven. When I feel particularly low, I listen to the following piece of classical music:
This piece of music is about the Innermost, Mars, Chesed, who wages war against our internal afflictions. I remember one experience where I saw my true Being, Kether, as a Warrior. I will not go into detail, but I realized that He is so powerful, He cannot be defeated. Therefore, put your trust in your God, for while the flesh is weak, the Spirit is strong! Remember that "If God be for us, who can be against us?" (Romans 8:31).
What can help you with this problem is the following advice from Swami Sivananda in Kundalini Yoga
Brahmacharya is very very essential Even in dreams you must be free from lustful thoughts. It requires long practice and careful watch over the mind and Indriyas. Foolish people hastily jump up to the higher courses in Yoga in vain without having this important item which is very useful for spiritual Sadhana.
Wet dreams generally occur in the last quarter of the night. Those who are in the habit of getting up from bed between 3 and 4 a.m. (Brahmamuhurta) and doing Japa, Pranayama and Dhyana, can never fall a victim to nocturnal pollutions.
Therefore, to the battle my friend!