I get really depressed because I am 21 and have never been asked out?

Then start asking guys out.

Seriously. Don't wait around for someone to notice you. Do the asking.

Yeah, this girl - boy thing is really messed up.
In addition to what jespah said, know or remember that they are often as insecure as you are.
Maybe more, with all that burden of having to always be the one to ask.

If it's hard for you to see yourself just up and asking a guy out, try to take it in baby steps. Start by striking up conversations with guys you are interested in. You can never go wrong by getting them to talk about themselves. Take an interest in what they do, and what they like (and it's not a crime if you're just acting like you're interested - remember you're on a mission ). You may find that you get enough confidence just from their responding to your conversation to casually ask if they might want to do something like see a movie. Like someone else said, a lot of guys will probably love it if you start things up. You can do it! Good Luck!

I'm surprised that no one has suggested you try one or more dating web sites.

Have you?

You said you're 21, so let me approach this thing from another angle. You must surely have family or friends that you can talk to who will be frank with you. I think your misery is self- imposed.
Have you tried to join clubs, attend school, or church? You need to be in an environment where you'll meet other people.
Good luck.

My question will sound mean, but I don't intend any kind of nasty.
I remember being all self involved.

I changed once I got interested in other people. People will notice if you are actually interested in them and what they think. I don't mean phony interest, I mean actually consider that other people have things to say and to worry about - this is called empathy.

Where's the question?

Question was the wrong word.

It was flying around in my mind re how much she has light attention to other people, except perhaps for fear, instead of interest.

Fear seems the deal, how not to say wrong stuff.

Do you live near me? I would love to hook you up with my son. lol

Seriously though, what others have written is good advice. Open conversations with guys and if you seem to have a connection, no matter how small, then be the one to ask him out. Worked for my wife. She's the one who called and invited me out the day after meeting me. And that was almost 40 years ago now.

I don't know if the OP is still reading. Everyone is focusing on the dating part of the question. I am wondering about the depression.

If the problem is depression, a common symptom of that is a difficulty relating to other people. That would explain why you aren't having success in your social life.

The good news is that there are treatments for depression. I might recommend seeing a therapist. Whether or not you have clinical depression... a therapist will be able to give you good insights into how to have an enjoyable social life.

Can you make an appointment to see a psychotherapist? That might be a great way for you to start working on improving your social life.

If you do go to a therapist, just go to get assessed at first. If you're just sad a lot because of being alone, that's one thing. A diagnosed depression is something else.

Even though I am 21, my parents will not let me try online dating because they believe the men on there lie about things/are deceiving/only want sex.

Don't take this wrong, but...
By the time most people are 21 years old, they are pretty resistant to their parents telling them what to do.

Agreeing.

How exactly would they stop you?

Although I would be careful meeting a man online.

The fact that you talk about the women being "hit on" is interesting because the phrase being "hit on" is about sex. Is this really what you want?

Guys who "hit on" attractive women are generally looking for a quick sexual relationship... and the women who are "hit on" are the women who flirt, play and dress in a suggestive way. If this is what you want, it can be a lot of fun (sex is enjoyable)... but you should be honest with yourself. If you go into a club with the intention of leaving with a man... you will most likely succeed, and you may very well have fun. But you shouldn't expect a lasting relationship to come of it.

It seems to me that a woman who wants sex can find a sexual relationship. This means being clear that you want sex. Most men in their twenties are very interested in sex.

Of course love is different than sex. In modern life, many people don't have any interest in settling into a long term relationship until their late twenties or early thirties, which makes it a bit more difficult for someone who is looking for more than the sexual relationship that is typical for people in their twenties.

At 21, you don't need to worry that you are running out of time. You are at the age that many people are trying out sex and going through a series of relationships with different levels of seriousness. You are not at the age where you need to worry about a lifetime partner.

Just for the record, there are other definitions of "hitting on" someone that don't all have to do with sex.

From the online Urban Dictionary:

hitting on
-trying to get someone to like you by flirting with them
-dude i think shes hittin on me should i ask her out ?

http://www.urbandictionary.com/define.php?term=hitting%20on

You might be a "late bloomer." Meaning, you might come into your own when you reach that age when your finer qualities are appreciated. That might mean you would be valued for making a loving home for someone that already has a child from a prior marriage? Life is funny like that. Actually, its bends and turns are very interesting. You are still very, very young. And, your life can be very, very long. Don't come to any conclusions yet.

I, also a late bloomer, went to a small high school for girls that was a couple of bus rides away from home; let's say there was a dearth of interest in my high school years, though I got to be pals with some guys who worked at the hospital I worked at, after school let out.

In beginning university, I was pretty busy all the livelongday and if not busy, riding a bus again. I did get asked out by a fraternity guy, not a bad sort, for a New Years date. It was fun, no love lost but a new experience. I argued with him about football, which was probably unusual for him and his friends in the 60's. Guys did talk with me though, as this was long ago and there were few girls (the word back then) in my science classes. For example, a guy I studied with in the med library asked me to his wedding and I gladly went. Actually that happened twice, with another couple that found each other.

Time went by and a guy in my chem class walked with me towards the student union and slowed down and asked me if I would like to go to a concert. My contact lens (these were early days contact lenses) zoomed toward my nose and I had to stop and dig it out and put it back in again. I said something like pardon me, uhh, uh, yes, and we went into the student union to talk. First love of my life, wonderful man. I married another fellow later, but this first experience was a treasure. I was 21.

Re all this I just said, talk with people. I talked with that guy across from me in chem class, and I talked with people where I worked. I never was much of a flirt, but I'm interested in people. I tend not to batter with question after question either. Let people talk. Don't be all about being 21 and never asked out. Self worrying can get in your way.