Depends on your depression also - I mean some can just cope with it as long as they know the actual process happening to them. A shrink - a good one, will or should point to whatever issue or issues manifest from the depression itself.
Also - I have no reason for depression - no root cause. So I don't need to open up as one might do if you were abused for example.
Exercise also Ali - really helps. Not sure if your depression makes you stay indoors - but this makes things worse really. Even lack of sunlight and your going to feel down in a major way - well, some get really bad as we know with the SAD syndrome (seasonally affected depression)
Any issues which spiralled this depression?
Some have nasty periods of life - bad jobs, relationships, bullying and other unsavoury aspects of life with the wrong people!
Some have self image issues - even pretty looking woman and handsome lads.
Anyhow - you might have your own ideas why you feel this way - stuff that happened and so on.
Just talking will help. Shrinks cannot help some of us - I mean if you feel like dying and have no reason - a shrink might feel professionally obliged to give you some issues. They may have issues! So you got shrinks seeing shrinks - like a car mechanic passing his car to another mechanic!
But - a shrink with issues - at least they know how you feel I suppose.
Its worth a try Ali - but open up a bit more here also and read up on posts in the depression forum and so on.
Sharing helps.
Once you know other people with depression who are actually living lives - things are not so bad. We all catch lucky breaks sometimes and something always turns up - a job, another women, or a man or new friends.
Just remember - with depression you will hate yourself - there is the danger you push loved ones away and people who might help. A shrink is a start - but we're better in some ways as we're not just doing this for money - and lets face it - anyone with half a brain could understand psychology - just read a few books - and party,
Its not rocket science mate!
Good luck and I'm sure you will be looking back at this in a few months and doing a lot better.
Takes time - but Rome was not built in a day was it?
Best of luck!