I'm currently on Medicaid because my work insurance is way too expensive for my family. I'm 20 yrs old, have a wife and daughter... (I know kind of young) but I grew up too fast...

Right now I'm having a series of problems but just don't know how to go about seeing a doctor for them.. (I hate waiting for appointments and usually go to the Urgent care centers for help)

I need to know how to approach with the following things I am experiencing:

Depression, it started after my wife got pregant and has slowly gotten worse for no apparent reason.
Trouble sleeping at night, it takes me forever to get to sleep and once I do I will frequently wake myself up by grinding my teeth or rolling and pitching.
I do smoke, just too hard to quit, I've tried 7-10 times to no avail, and been having wheezing problems like asthma since I had bronchitus in January-March.
Also I will randomly get chest pains, feeling like someone is stabbing me and it's hard to take a deep breath without further pain.
I have alot of stress and anxiety about bills, life, family and everything, being 20 yrs old and all of the responsibility feels like it's too much. I bite my nails down to nubs and even bite the scin/cuticles around them and frquently make them bleed.
I have wrist and neck pain, but I believe it's from my job (I work in a call center and type all day).
Also my sinuses always seem to be plugged when I wake up and half the time remain plugged all day.
Last but not least, I have a strange bump on my right leg inbetween the ankle and knee on the outside, when I press on it, it disapears liek it's just a water pocket, but if I walk alot or exercise it shows up larger... Who knows what that it but it scares me...

Any advice would be helpfull... I'm just lost.