Dealing with myself

Lately I’ve been feeling really down and I do not know how to deal with my emotions. I went through a break up recently and I can’t stop thinking about the person and how I hurted her. It feels like my fault and that I shouldn’t have done what I’ve done because I lost a lot of benefits and connection and now I am just lost in my own emotions. I go to the gym regularly and try to relieve me of the frustrations and anger. I sometimes get so angry and depressed and sometimes anxious. Alot actually and it makes me crazy. There is this other girl with whom i had a previous relationship before my most recent ex and this girl I couldn’t get over for 3 years she has always been the who keeps coming back and I do not know whether I should try things with her again or give it more time or even just leave it(although I know I can’t because I see het everyday and the last time I tried to leave it it dit not work out and the emotions stayed)