Depression, loneliness, heartbreaks, being different from your peers and having to put up a front probably sums up most of the major problems that teenagers face. I don't find it strange that teenagers are having problems like these even though they are considered to be of the younger population.
Pressure is put on them by their parents, by their peers, the learning environment is somewhat hostile by nature. However, there's a minority of teenagers that decide to lock these problems away and that's where everything starts taking a turn for the worse.
For me, I would share my woes with the people I trust the most. But for worrying about being different, I always tell myself just to be myself. Everyone is unique in their own way, just like no matter how rough a diamond is, it's still a diamond. Finally, not being afraid or embarrassed about your own problems will allow you to overcome them.