If you want to work on your self esteem still, I'd get a self esteem, depression, or other interesting-looking workbook and take it to a first of 10 session thing with a therapist (if they insist you get one) and work through it, discussing during sessions what you have learned, what difficulties you are having, questions you have, etc. Treat therapy like a "class" in whatever subject the workbook is on and the book as a textbook, your life as the practicum/lab :-)