Yes, it is acceptable. Recommended actually. They probably have a lot of insight into the issue, though the poor job market may be foreign to them.
You can, in fact, change fields, but it probably has to wait until you have a more secure position from which to do it. It takes a while and a lot of effort.
It doesn't sound like you are a poor scholar, however. Your mood/depression would be better discussed with a mental health professional.
The job market, especially in academia, is chaotic at the moment. It will take time to sort out and return to something more "normal". You may need to "get by" for a bit. But it would help if you maintain relationships during such a time so that you are well positioned to move when things open up. You certainly aren't alone in any of this, including the mental issues. Times are objectively hard at the moment.