Hey Hannah, I understand where you're coming from. It's hard not to feel overwhelmed at times when you start to find out what happens to animals.
I always find it saddening when I hear people say that they can't make a difference. If you can spare the life of just one animal, then for that individual your choices have made a world of difference. As a vegetarian you are saving roughly 100 animals per year and setting an inspiring example for those around you.
One of the things that I found most helpful in finding the right balance between caring enough and feeling overwhelmed is recognising that going out of your way to try to convince everyone you know that they should lead a cruelty-free lifestyle can be exhausting. Some people are just not ready. I'm very fortunate these days that most of my friends have come around to the idea of not eating animals. But how this happened was not so much about me bringing it up in every conversation, but rather through patience, a willingness to answer their questions and simply being myself around them. If you just be yourself, and set a positive example for your friends. The idea will grow on them.
I'm not suggesting you don't have conversation about why you've made the choices you have. Just don't feel like you need to bring it up in every situation, and choose with whom and when you invest your efforts.
The second thing I'd suggest is that you stop watching horrible footage. You've already made the choice not to eat animals and are on your way to going vegan. So you know what's happening and you're acting on it. Now, focus on what you can do to make a difference for animals. There are loads of suggestions on Unleashed for how you can help. If you focus on the positives (ie. how you can help) then that'll help.
Lastly, nothing will help you more than finding people who get where you're coming from and feel the same way. Unleashed is a great community to find support in. But if you can find people offline as well, then that'll be doubly helpful. You could try volunteering with a local animal group, find a local vegetarian/vegan society that does social events, etc.
You're doing a great thing. Remember that!