@mariner,
Going to the gym is a really good idea.
Physical exercise is a natural, healthy way to help you feel better about yourself, even the act of working out increases dopamine in your brain and even helps with depression. I would leave out the part about beating the **** out of anyone though. Getting in shape certainly wouldn't hurt.
I would agree that you should also see if counseling helps. It sounds like you might be struggling with depression. Depression is a fairly common medical problem that can usually be treated, often by talk therapy. Seeing a therapist to get some support might make you feel much better.