As my pastor puts it: "You don't attend church to GET saved. You attend church because you ARE saved." If you go out on Friday night and get plastered, then come on Sunday, you have broken fellowship with The Lord. Don't you want that Fellowship all the time? If you are plastered, then you are NOT AVAILABLE to do God's work. This is what is meant by "not having fellowship". I don't think I could call on you to come help me if you are passed out drunk somewhere.
As Christians, we need each other. It's up to us to BE God's hands and feet on this earth, and when we do, we need to make sure we are IN the WILL of the FATHER. We need to stay rooted and knowledgeable in the Word, so that we can comfort each other and lift each other up according to the Word of God.
You need to find you a Bible teaching, Jesus Preaching, Washed in the Blood Spirit-filled church and go as often as you can. All that anxiety and depression you feel during the week will disappear! You will be more energized, and you will start LOOKING for what you can do to serve Him! And, believe me, when you start staying busy focusing on Him, you ain't focusing on yourself as much; it REALLY helps.
John 1:7 says: "But if we walk in the light, as he is in the light, we have fellowship one with another, and the blood of Jesus Christ his Son cleanseth us from all sin." This means that when you are with fellow believers, they not only should uplift you spiritually, but also hold you accountable in love -- and THAT is a two way street. You also uplift them and hold THEM accountable, and as such, you appreciate one another. This is why it is important to have fellowship with other believers. And, while going to church isn't the only way to have fellowship with other believers, it IS the recommended way, in that the Word of God is preached and taught, and ministry opportunities outside of the church are introduced.