First off, you're not worthless, and you're not crazy.
It's brave to reach out for advice, and managing with depression takes a lot of inner strength.
From a couple of sentences I can already tell you are a strong and brave person.
Sometimes voices can be unhelpful and disrespectful, which can interfere with your daily life and self esteem.
It's best to talk to a professional.
They can help you form strategies to deal with unwanted comments and nastiness.
They can also provide you with information on why the voices might be appearing, and what other options you can take so that the voice/s don't have control in your life.
Maybe you can talk to the person who diagnosed you with depression?
Or your doctor.
Maybe there is a family member or friend who can just listen, so that you don't feel alone or unsupported.
Sometimes it can be confusing and feel like there's no help or answers out there, but more often than not, they're just in a place you haven't thought of looking in yet.