I'm Not Okay (Capital letters for most words in titles, but it's not necessary, of course.)

Have you ever felt shame because of for feeling sad? If your answer is yes, you can easily imagine how awful is that it is. You feel really bad, you feel pain but you also feel that you have no right to suffer. You feel like you're a selfish piece of shit, you feel guilty because of your sadness.
"Some people have no food and no roof under above their head. Do you understand how many people live much worse than you?" (' should be " when quoting someone in American English - but Brits use the single quotation mark, like you did. It's not really a correction, just an observation - so I'll leave the other quotation marks alone, except for the ones I add myself.) - I've heard this phrase about one billion times from different people.
"I don't have to suffer," I told myself. "I don't have to feel pain. I'm okay. I'm fine. I'm alright." I'm... I'm not okay.
I was alone. I thought about my future too much and my thoughts scared me. I hated my body, my face, everything about myself. A typical teenager's problems, I guess, but it was important to me. I asked for help, I cried, I fucking prayed for help. I needed somebody who would listen to me, who would care about me, who would calm me down. Nobody taken took me seriously. I even stopped taken taking myself seriously. I stopped complaining. I smiled so bright while I wanted to cry 'cause of despair and loneliness. I cut myself just to make the physical pain much more worse than the pain inside of (Not incorrect, just personal preference.) me.
'You know, you could share with me anything you want with me!' - they say. But when I decided to share my pain with them, they started to shame me because my problems didn't look big enough for them. (Great sentence!)
I don't know what caused me more pain - my personal problems or feeling guilty because of my suffering.
Thought Thinking about people which who have worse lives than mine didn't calm me down. Those thoughts made me feel worse.
But bad experiences is are a big part of our lives, right? Maybe if I've I'd never felt all that pain, I would have never met the most wonderful person on the whole planet, my sunshine, the sense of my parthetic life. The person who loves me the way I am.
'You know, you should never be ashamed of your thoughts and problems. You have the right to be sad whenever you want. You have the right to cry when you want to or to feel sorrow, and pain. Everybody has their own idea about real pain. And it's none of their fucking business, what is your idea about of pain is. Laugh when you're having fun. Cry when you're feeling down. It's easy,' - he said. At that particular moment I've I decided to spend the rest of my life with him.
I feel happy with him. But sometimes I can be sad and I'm not ashamed of this feeling, because I have the right. Because I know he cares and he wouldn't say how small my problems are. He just hugs me and lets me feel better.

Remember that there should be spaces after <em>every single period - </em>always! The hyphens after quotes (the "-" symbol) are probably incorrect, but I left them as they seemed to be more just a unique kink in your writing style than anything that needed fixing.

Very impressive - I enjoyed reading it. Your use of "vulgar" language like "fuck" and "shit" was great. :P Keep it up and you'll be speaking English like a pro (if you're not already basically fluent - it's kind of hard to tell :P).