Billy-Joe Millward on the depression she suffered as a teenager and how the Prince's Trust helped
A quarter of young people say they are often down or depressed, according to a report by The Prince's Trust.
Based on interviews with 16 to 25-year-olds, the trust said the survey revealed an "increasingly vulnerable generation" without family support.
More than one in 10 young people in Wales claimed life was "meaningless", with many feeling stressed.
The Action for Children charity said children had to be given a say in issues that shaped their lives.
More than 2,000 young people across Britain were interviewed online for the report, including a sample from Wales.
The Prince's Trust Cymru director Michael Mercieca said: "The index reveals an increasingly vulnerable generation. Young people tell us that family is key to their happiness, yet too often we find they don't have this crucial support."
It seems like there's nothing out there for you
Billy-Joe Millward, 20
Billy-Joe Millward, 20, from Penarth in the Vale of Glamorgan, was bullied at school and her parents split up when she was 14.
She suffered from depression after leaving school when she was unable to get a job.
"I ended up getting into a bad sleeping pattern, sleeping in the day and staying awake all night because I was depressed," she said.
"I wasn't really eating much, I wasn't drinking anything practically. I would either just sit there in my room for nine hours straight and then go to sleep or just continuously sleep.
"I never really did anything. I never watched films, TV, nothing. It's quite difficult going through all that, it seems like there's nothing out there for you - there's no help, there's no nothing."
Ms Millward managed to turn her life around by taking part in a 12-week team programme run by The Prince's Trust.
12% of young people in Wales claim life is meaningless
26% say they are often, or always, down or depressed
39% say they are less happy now than they were as a child
21% feel like crying often or always
44% say they are regularly stressed
Those not in work, training or education are twice as likely to feel their life has little or no purpose
Across the UK, young people feel relationships with family (56%) are key to overall happiness
Friends (52%), emotional health (29%), money (16%) and work (14%) are also important
Source: YouGov survey for The Prince's Trust
She won an award for her efforts, became a volunteer and was later employed by the trust to help deliver the course to others.
"Up until that point, I had very little self belief, was severely depressed and didn't think I was good enough for anything - a result of the years of bullying that I had suffered," she said.
She has since left the trust but hopes to go to university later this year to study child psychology and eventually help other young people.
"Now, I'm in my own flat, I've got a car, a full-time job. Even if somebody told me this time last year I was going to be here, I wouldn't have believed them," she said.
"I can't believe where I am."
Peter Kellner of YouGov, which carried out the research on behalf of the trust, said: "Most young people have a positive outlook on life, but our youth index reveals a significant core of unhappy people under age 25.
"Their concerns need to be addressed, and not only for the sake of the youngsters themselves, for if we ignore their concerns, we shall be storing up big problems for the future."
The Action for Children charity's head of public policy, Ross Hendry, said: "These issues affect children across the UK. Our own research shows that young people often feel confused, frustrated and misrepresented when they are not empowered to play a positive part in society.
"Children must be given the chance to speak out, be heard and participate in setting the political agenda about issues affecting their lives, if we are to build stronger, safer and more inclusive communities."
The Prince's Trust was set up by Prince Charles in 1976 to help young people develop skills and move into work, education or training.
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