Its true, I really should focus on improving my body or something that I can change. To be honest, I'd rather be a skinny guy with hair than one of those buff shiny bald guys you see at the gym. But I guess at this point I don't have an option, so I might as well hit the gym.
Exactly. Accept what you cannot change and change what you can. As I said before, there are a lot of things I don't like about my appearance. I'd venture to say that's the case with a lot of people. When I was your age, I was upset about thinning hair and a receding hair line (though not as upset as you are). Once I shaved my head and got comfortable with the look, I found myself obsessing over some extra pounds I'd put on. So I joined a gym. Then I found myself wishing I was taller, darker, younger ... the point being, that there are plenty of things to beat yourself up over, if you let negative thinking take over. Just let it go .....
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Hairloss has hurt me on a pretty profound level. I've gone to psychologists to try to deal with it, and am even going to move to Asia (semi-permanently) because I don't feel I fit in here in America anymore.
Maybe the media has influenced me over my 22 years of life into thinking that bald is wrong, but whatever the reason, I need to get out of here.
And running away from the problem is going to help how, exactly?

Do you not realize that there has never been a time when baldness was more accepted than it is now? I could understand feeling this way 20 or 30 years ago but to be perfectly blunt, it amaze me, in this day and age, that young guys even care about hair loss anymore. I first noticed that my hairline had crept back a few inches around 1990. It had probably been going on for a couple of years before I even noticed it. Back then, it was still rare to see white guys with shaved heads. It's certainly not something I thought I'd ever do, and I'd have laughed my ass off at anyone who'd have told me otherwise. I can't say that I was happy at the prospect of being bald, but I never let it become the thing that ruled my life. And trust me, I'm as vain as they come -- then and now.
If I were given the opportunity to change just one thing about my appearance -- anything I wanted -- I'd be taller or tanner or thinner, I'm not sure which. But I'd be a taller, tanner or thinner bald guy.

Back to you: I'm no expert on Asian culture, but isn't baldness still very much stigmatized over there -- as opposed to here, where it really is not? This isn't something you can run away from. You have to find a way to deal with it, or you'll find yourself miserable no matter where you're living.