So glad that you found this site. Everyone here has been where you are now, so feel free to ask any questions-someone will have an answer.
The first thing that I would do is to read and learn everything that I could on what it means to be an empath. You will discover that although we all live under the umbrella of Empath, each of us is different in our gifts. Next I would take the "Empath Survival Program" at the top of this page. It teaches you techniques that will help you block emotions of others, which is one of the reasons that Empaths are so prone to depression.
Now, why do your ex's come back again and again? One of our "gifts" is the ability to feel what others are feeling and in doing so, we can provide "empathy" which is a mental healing agent. We know what to say, how to comfort, and in doing so, we heal others. It is truly a gift, but like any good thing, if we don't learn how to control how much we are willing to give, our life can be sucked dry. In the end, there will be nothing left to give to yourself.
Sending you lots of love....