I'm twenty-two and I've never had sex. Still being a virgin is a frequent source of distress for me. Sometimes I get so depressed over it that I can't function, which is especially problematic since I'm a college student. It makes me feel like such a beta loser. I've been told not to give the virgin label so much weight, but that's hard to do when you're a guy. I've also been told there's nothing wrong with saving your virginity for the right woman, but I'm neither single nor a virgin by choice, which technically makes me an incel. That's another thing: I don't want to be an incel. I hate the incel community; it's a cesspool of misogyny, self-entitlement, and psychopathy in general. I'm afraid I'll eventually wind up falling under the influence of the incel hive mind. The shame of it all is getting too much for me to bear....
The underlined sentence makes me think that you are dealing with obsessive thought action fusion, in that because you've had the the thought you're afraid that it's more likely to happen. This is an irrational and anxiety driven cognition, and does not mean that you will become something you do not wish to become.
In general it sounds like you're dealing with obsessive thought patterns (rumination, thought action fusion). Do you have OCD? Either way it sounds like you would benefit from seeing a cognitive behavioral therapist, especially one who is sex positive and works as a sex therapist as well. They'd be able to help you untangle any unhelpful thought patterns that are causing you shame or anxiety, as well as helping you navigate sexuality in a healthy and productive way.
Virginity is a construct that isn't based in any biological reality. We don't measure peoples lives in before/after constructs in any other area. Do we make a big deal about the first time someone goes rollerskating? Tattoos? Road trips? No we don't. We only do so concerning sex because were still holding onto bronze age concepts related to the ownership of female sexuality, and females as property. The concept of virginity arose after the agricultural revolution, when it became important for men to control and own their wives as producers of sons to have farm hands and inheritance receivers. Hunter gatherer societies on the other hand are much more egalitarian, with very flexible ideas of sexuality little to no regard to "virginity".
Sex seems mysterious and amazing if you've never had it, but it's really not all that special in of itself, and having it or not will not change the quality of your life in any significant way. If you are depressed before sex, you will still be depressed after sex. If you have anxiety or shame before, you still will have anxiety and shame after. Sex feels good sure, but so does masturbation.
So what about sex is it that you are *actually* wanting? Companionship? Physical pleasure? A partner to explore sexuality with? Physical touch? Romance? Or just relief from a social stigma?
Sorting that question out can help you figure out what the best course of action is for resolving your concerns. If you want just physical pleasure, there's plenty of porn and sex toys for men to help you have a very fullfilling sex life with yourself as your primary sex partner. A psychologist/sex therapist/life coach I listen to (Dr. Darrel Ray, Secular Sexuality Podcast) says that you are your own first sex partner and likely your last, so enjoy masturbating as much as you want and get in touch with your own body and what you really like.
If you're wanting a partner to explore sexuality with, you could always start with hiring a cam girl. You'd be amazed at how much they work with people who are exploring different aspects of sexuality for the first time, and how therapeutic their work can be and often is for their clients. There's no shame in or anything wrong with hiring someone like that to explore with, to talk to, or masturbate with. You may find it deeply fulfilling.
Do you just need physical touch from another human, but sex actually isn't really what you want? See a massage therapist. A good 30 minute massage will make you feel amazing, and fulfill a large part of that basic need for physical contact with another human.
Like I said, I think you would benefit from seeing a therapist who specializes in Cognitive Behavioral Therapy and sex therapy, or at least one or the other. They can help you sort out your shame and anxiety surrounding this topic, and help you to work out how best to navigate finding fulfillment.