What Causes Depression,anxiety And Suicidal Thoughts?

Do I have a mental problem?
I'm 15 years old, a female, and considered intellectually gifted. (I am not sure if that is of any significance.)

Okay, here are some "symptoms" I've noticed:
- I talk to myself... a lot. Never when someone is in the room, but I act out these scenarios in my head and have conversations with myself. I feel like someone is listening.
- I've always had problems making friends. I am friendly, but not very social. I like to keep to myself. I've had friends that I can relate to; I've never had issues with someone not understanding me. But I don't like to talk with people. I love to work.
- My thoughts and such aren't related to each other. I can be talking to someone about how lovely the weather is and then say "That reminds me, what's for dinner?". This is only an example, though. My thoughts are broken up into groups that don't segway with each other.
- I'm somewhat apathetic to many things. For example, when I read about bad things that have happened to people in the news, I don't say "That's so sad", I just don't care. This bothers my mom very much, so I pretend to care. I can be sad - I actually struggled with depression for a while - but unless it pertains to me somehow, I don't really care. (Not to sound bigheaded)
- I get really frustrated when I can't remember something. I've always had an incredible memory. But when I forget something, I get angry at myself.
- I don't like to talk. I can/will because I act, but I don't care to hear about unimportant things like "seeing a spider on the table" or "almost tripping", which some people feel is necessary to tell me. I listen and talk back, but in reality I am bored with it.

Is something wrong with me?

Oh, I used to be terribly paranoid. I also have a history of severe depression, suicidal thoughts and attempt, and severe anxiety.