I have recently gone through the exact same thing. Sometimes in life, you have to lose yourself, so you can find yourself again. You are exercizing every day and taking care of yourself. That is the best thing you can do right now. You might try to find a job that really interests you. Not something in the traditional sense of a career path. Not everyone that is a millionaire is a success. Alot of them are failures, but they have become trapped by their "things." Mortgages, loveless marriges, car payments etc. And have to continue down a fruitless path so everyone else percieves them to be "successful." You might consider volunteering for a charity. Take some classes at a community college that interest you, but dont necessacarily have to do with a career.
The worst thing about not having a job is "Where do you work?" I have figured out alot of people "Are what they do for a living." but not much else. They have no life or interests outside of their job. That sucks. Try asking them who they would be without a job. Most times you will get that deer in the headlights look. You're doing well for yourself without a job. For me I got tired of being bored so I finally got a job myself.