I think i'm depressed, but i don't know what i'm depressed about?

Alright, i'm 14 and lately i've been feeling depressed for NO reason at all. I've been kinda losing interest to go outside and bmx or skate, at night, and sometimes day i get REALLY scared of like death or suicide(but i am NOT gonna do it). And i kinda feel like crap because the girl i love(we used to date) doesn't really care that much about me anymore. Could that be it? I've also been listening to music like Joy Division which is kinda depressing. Is it just a phase? Should i talk to a doctor? Or should i stop listening to that music? It's also hard for me to clear my head. Can you guys help please?