“just suffering from Depression”

Depression is as serious as BP or BPD for some it's more serious. Psychiatrist (Pdoc) are specially trained to care for mental illness. I am very surprised your family doctor even gave you medication as you see your Pdoc. In 2 weeks.

As for therapy they are trained in how to get people to trust them enough to talk. You can even bring your wife. After 3 years my husband still likes me in the room, mainly to call his BS, and mention anything that he forgets to mention. My therapist had me keep a mood/event/thought chart so that she could see my day to day thoughts. It's a lot easier for me to write than talk so for awhile anything I couldn't answer I'd write about after session.