I think people who think that nihilism is depressing aren't taking nihilism far enough. Saying "nihilism is depressing" in my view is not that different from saying "murder is wrong", but I view "murder is wrong" as a subjective taste judgement, not an objective fact.
Your perspective, in which we make our own meaning, sounds more like existentialism than nihilism to me. I have a fairly similar perspective myself.
I think the best argument for a deity is Nick Bostrom's simulation argument:
Are You Living in a Computer Simulation? (simulation-argument.com)
Based on that argument, I believe there's like a better than 10% chance that we are living in a simulation.
This has practical implications:
How To Live In A Simulation* (jetpress.org)
"If you might be living in a simulation then all else equal you should care less about others, live more for today, make your world look more likely to become rich, expect to and try more to participate in pivotal events, be more entertaining and praiseworthy, and keep the famous people around you happier and more interested in you."
I think this is 100% absolutely correct, and I think that being concerned about these things is an absolutely commonsensical, down-to-earth concern.