Cognitive behavioral therapy is often a great form of treatment for depression – it focuses on helping you to learn coping skills, identify destructive thought patterns so you can remedy them, etc. This is very different than just old school talk therapy where you pay someone listen to you blather on. A good clinical psychologist performing cog behavioral therapy will hear your complaints, concerns, and then turn it back to you to do something about it. So if you spend the first 20 min of your session talking about how you hate your job, a good therapist will say “okay, I think I’ve heard you. Sounds like there are some real problems with your job. What should we do about it for the time being?” They will push you to make changes, set short and long term goals, practice coping skills, and generally try to help you figure out how to navigate this challenging time in your life in a productive and healthy manner.
There is stigma around therapy but there really shouldn't be. Therapy is really more about gaining perspective than it is about fixing something that is wrong with you. When we didn’t know the answer as a child, we asked adults. When we were unsure of how to interpret a cutie’s romantic advances in our early 20s, we asked our friends for their thoughts and interpretations. New parents frantically call up their parents or friends with kids when they have a question about the new baby. At work, if we don't know how to do something we ask our manager or a more senior coworker who knows the ropes. Seeking out a therapist is the same thing – you are looking for a different perspective to help you figure out what to do next. Seeking knowledge from others, particularly those in an authority position, is an innate part of being human. People used to go to their elders, shamans, herbalists, and religious leaders for advice on everything from sex and love to happiness and the meaning of life. Today we go to therapists. No biggie.