Help! Ex proplems! Deppression...?

My ex dumbed me for being to sensitive which is the way I am about 2months ago I've had these times where I can't stop thinking about her. Tonight has been the worst I've been crying for an hr and a half... I'm currently going out with Somone and they know that im deppressed from this. She's tried helping me and it helped a little bit but I still am upset... My ex was my first relationship. I'm 15. I tought about ending myself if my current gf dumps me... I just need help now for the love of god. Help me!!!