I've seen some posts (questions and answers) talking about how feeling bad... is bad. Basically that you shouldn't feel bad because
of... whatever reason. It varies.
Buddhism does not generally say people "shouldn't" feel bad. Instead, Buddhism generally points out the causes of feeling bad.
My question is... how does that affect Buddhist teens? You know, the ones controlled by their emotions. Or the ones that are depressed.
Teens may be controlled by emotions & feel depressed due to many possible reasons, such as:
Abusive or unloving home environment;
Bullying at school;
Caught up in social & materialistic expectations of the corporate media world, where they start to compare themselves to those corporate images.
Sexual hurt & rejection.
However, I doubt a teen like this can be called a "Buddhist teen".
Will it not act like a Circle of Depresseion, where the person becomes more depressed by thinking that they are a bad Buddhist by
being depressed?
This idea is irrelevant, based on the answers above. If a Buddhist practitioner has a feeling of depression; they examine or investigate the causes of that feeling (rather than say they "should not" feel depressed).
Like, you feel sad you're not supposed to feel sad. You're supposed
to be above that you feel sadder because you are sad and you're not
supposed to.
This idea is irrelevant, based on the answers above.
How does newly converted buddhists face that? How does any buddhist face that?
Buddhism in the West is sometimes like the mass market corporate media, in trying to recruit as many people as possible, even though Buddhism may be unsuitable for those people.
As a minimum, a Buddhist should practise the five precepts, which includes not engaging in unwholesome sexual behaviours motivated by lust. In Buddhism, sexual activity is guided by compassion for the long-term welfare & well-being of oneself & others rather than motivated by mere lust or social expectations. A practicing Buddhist should not really be a slave to the sexual or sensual realm, which is generally the realm of teenage angst. The Buddhist way of life does not follow the ways of the ordinary corporate media world.
Note that this question talks about laymen, and not munks
Buddhist lay people are not expected to have sex before marriage. The Pali scriptures (DN 31) say parents are to arrange the marriage of their children. Therefore, the modern teenage angst is not really related to the Buddhist outlook but generally only to teenagers who think being a Buddhist is trendy & socially cool; like being Richard Gere, Courtney Love or Angelina Jolie.
What if a teenager is not a Buddhist only because it is trendy and socially cool, but because they truly wish to convert to Buddhism? Should they wait until they are older and more emotionally stable to convert?
Buddhism is for the overcoming of suffering, including depression. It does not matter what your age is. However, to gain benefits from Buddhism, you must be willing to abandon the common thinking of the world & clearly discern what is right & wrong. Bad parents are wrong; bullies are wrong; the corporate media is wrong; sexual carelessness is wrong; because these things bring suffering. If a teenager or any person knows what is right, i.e., truly healthy, they can be free from depression. If they must live with bad parents, they can visit a (proper trustworthy) Buddhist centre & ask for advice, support & friendship.
In summary, depression has causes. Buddhism teaches if you wish to be happy, you should train yourself to remove the causes of suffering. You must learn what love truly is, learn to love yourself & learn not be the slave of the expectations of others.