Andrea, It isn't critical reflection or thinking that will cause a person to become depressed. Having to complete an assignment for a graduat program carries with it a lot of stress and anxiety. The stress and anxiety can be a catalyst for feelings of low self esteem, particularly if a person feels insecure about themselves to begin with. How you tell is a matter of being aware of what you are experiencing: symptoms of depression, including obsessionally worrying without getting any work done. Certainly, leaving school could be one option but that seems rather radical unless the pressure is really "too much." It would make more sense to enter psychotherapy and work out the issues that may be causing the problem. The point is that school is really the symptom and the cause of the depression lies within.