I wouldn't say that you should be depressed about it. I worked on a game for about 7 months (It's a 9 month project). I made all the graphics for the characters and animations, and like 70% of the soundtrack. My two brothers programmed and made levels for it. We made a demo just to get a taste of how it would be received, and a lot of the responses in general were 50% neutral, 30% negative, and 20% positive.
Now, as the developer of the game, am I depressed? I think my feeling was more like "Aw man, oh well let's see what I can learn from this". I learned that retro 3D graphics are no longer a good thing, people will judge a book by it's cover, and judge whether the game is good or not before they download it. You shouldn't expect players to have the patience to figure things out, you need to cleverly guise instructions in the form of a basic level.
It was the first game to put our name out there. And as the first game, we are just happy it's almost done so that we can make something better right afterwards. You just gota keep going and making them better and better, and then if you finally make a good one, hopefully people will try the older games you made before you had a popular one. And then it will be appreciated then. That's how I see it. I'm not depressed, and I don't think you should. Rather, just be happy that you made a game and be proud of it. Make a better one and try to publicize it better. And for the love of god, don't make games for money- Make them because you want to let people experience an idea you thought would be fun.
For anyone that cares, the game I am working on, and almost done with, it's name is "Spheroid" and you can find it in the "indie project" forum area of gamedev.net here:
http://www.gamedev.net/topic/649361-spheroid/
Keep at it man- It's really unrealistic to expect for the first game to be successful anyway. lol