First, and perhaps most importantly, never hesitate to ask a question. We learn in at least two ways. We learn by experience, by burning a finger we learn that fire is pretty but has a nasty bite. Experience often takes us down long, convoluted pathways that end up nowhere. We are told things by others, sometimes in books or in college lecture halls. Some old guy drinking from a paperbag on a curbstone will tell us a story to illustrate their experiences, or we tune in to A2K. Some of these sources are as bogus as the day is long, and others offer valuable insights that can make our lives and paths smoother. Only by asking questions can we separate the wheat from the chaff. Even the best sources of information are incomplete, often vague or appearing contradictory. Ask questions to sort it all out.
Often in the first years after one begins to learn self-discipline and begin to see positive results there is a tendency to step away from the very practices that have begun to work. Sometimes, a student begins to think that they've already mastered all that needs to known. "I'm happy with the level of improvement, so why continue such a time-consuming effort?" "Sitting can be uncomfortable, or distracting from the pressing issues of my life." These are relatively common thoughts, I've had them myself. As you've commented, once one sits and commences the task of focusing all attention on the breathing things settle down pretty quickly. One has to submit themselves to the discipline, to reap the rewards of it. Make it a habit that fills a budgeted space/time in every day. In a monastic situation, sitting meditation consumes hours upon hours of every day. An hour before the sun has risen sitting, walking meditation throughout the day. A half hour minimum at lunch. In the early evening another hour, or two before a small meal. Another hour or so, and then a brief interview with the Master. Walking meditation to your cell and sleep. In fact, the "perfect" monk will spend almost the whole day in a meditative state. When you are sitting alone, you have no examples to follow nor a mentor to correct your posture and keep your mind straight. It is tougher, but doable. One step at a time, and remember this is for the long haul.
If you are having feelings and thoughts whilst sitting in meditation, you have strayed. Acknowledge them, and let them go. Return to focus on controlling your breathing. Focus on the breath may seem boring, but until you are much further along this is the easiest way I know of to train your mind and Will. If you have depressive thoughts and feelings during those times when you aren't in sitting meditation mode, that is more understandable. The world of illusion we inhabit is empty, but we remain chained to it and are affected by it. Until you are further developed, the same thoughts, feelings and ego demands will continue to be a nuisance. Take a moment, and focus your mind on your breathing again. Continue until the errant thought/feeling is controlled. During the periods when you are "in-the-world", practice the precepts.
To let yourself abandon sitting meditation, especially in the early phases, most often results in a relapse to the sort of life that is filled with suffering and that causes suffering for others. The "Disease" of suffering is insidious, and isn't cured over-night. Lapses and Relapses are common. Each time we fall away from the practices designed to reduce suffering for ourselves and others, we can choose to get back up on the horse that threw us, or hobble out of the corral and sit nursing our bruises until we die. Just knowing that suffering has causes, and that suffering can be conquered is a balm, but it only works when applied.
Avoid strong and intoxicating substances, or use them in small quantities. Eat and drink in moderation.
Practice modesty in your living arrangements, avoid extremes.
Focus on the work at hand, and use it to reduce the suffering of others.
Perform random acts of kindness, offer encouragement and support to others who are suffering ... perhaps more than yourself.
Carefully consider the probable effect of your words and actions on those around you, speak and act with gravitas.
Let go of the urge to possess, and your possessions will multiply and be more valuable than anything you discard.
Concentrate on the moment, leaving the past behind and the future to take care of itself (This does not mean failure to plan for the future, nor to totally forget the past).
Recognize the place that anger, jealousy, and acquisitiveness play in suffering. Be an example, to yourself and others.
Post comments and questions as they arise. Don't be discouraged.