I find this time of year hard - I have Seasonal Affective Disorder, so obviously I find the winter worst. It is worth trying to go to parties or events, just to keep your spirits up. I tend to make sure I go down my local pub on New Year - Booze-up and forget what day it is!
I think when I have celebrations to go to, I ignore the depressing nature of this time of year. But I know it's hard for a lot of people - I lost a friend to suicide New Years Eve when we were in 6th Form.
I imagine it's people thinking New Year, New Start etc. And knowing that it is in fact, just another day, knowing I won't feel any different the next day makes it seem like I have another year of s**t ahead rather than most days, it feels like just another day of s**t.
Don't know if that made sense/helped? But I hope you can stay safe over New Year