Fathers
It's funny how fathers react to being entrepreneurial, especially if they are the one-job-for-life kind of guy. I have had the same problem in the past with my father, and he always says that I should stay where I am, in the same job, until I retire. However, on the job front I'm a nomadic person and he just doesn't understand that. But then again, I can't understand his world either.
The best thing to do is to sit down and talk with each other and try to educate yourselves on what it's like living in the other's shoes. He probably has the best intentions, but when lacking a frame of reference any argument can come off as just complaining.
Depression
Everyone gets depressed about their situation. But you wouldn't believe what kind of echo chamber you have between your ears. The worst thing you can do is to constantly listen to yourself, because you'll just churn the same though (usually bad) over and over in your head, and it never gets better. Sometimes, it takes a metaphorical slap to the side of the head (or a literal one, if that's your thing) from someone else before you snap out of it. Go out and talk to your peers. Don't talk to your parents or siblings about it, but rather people who aren't there to spare your feelings.
Difficulty
I completely agree that freelancing and entrepreurship is difficult. It's not something we learn in public school, and not everyone majors in business in college. That said, you're 20 so don't beat yourself up about it. From what I read, you don't have any strings attached to your life (mortgage, wife, child) so you can bounce back very easily. It'd also be easy for you to study and get those diplomas, especially the high school one.
This may sound harsh, but failing to get a high school diploma (where they only seem to hand them out these days to everything with a pulse) is pathetic. It's the single easiest thing you can do to make sure your resume doesn't get tossed in the bin. School is important. You may not think so, but your employer does. And school is one of those things where you don't realize you are using it, so it's not fair to yourself to say that you don't need to learn X or Y because it's not relevant to you right now.