Possible sign of depression?

For as far as I remember I've always liked to ask the fundamental questions "how" and "why". Inevitably this has lead me to learn some pretty interesting things. The problem however is that for every question I can or can't solve, many more appear. Of course I can answer or figure out quite a lot on my own, but it saddens me that there is to much to learn about everything in life. What is one to do if he is interested in almost everything but yet feels that school, work, and sometimes people inhibits him from learning? Sure going out and having fun keeps me preoccupied but I always tend to end up feeling this way again.