Nothing is wrong with you, and there is nothing wrong with asking for direction. Chances are, other people have asked your advisor for direction too, and he has given it to them, unless your advisor is one of those sociopathic perfectionist nutballs. Assuming your advisor is a reasonable human, he understands he is there to help you and he wants you to succeed. Your advisor probably does not think you are slacking off, and if he does, it's only because he doesn't understand the situation.

Secondly, asking for accommodation is not cheating, and it is not being given 'special' privileges. If you have a mental health issue, you are within your rights LEGALLY to be accommodated to so that you can participate in this research/practicum and be successful at it. You were accepted into this program for a reason, and if there are health issues holding you back, you have every right to advocate for yourself and request accommodation.

I have been getting accommodation for the past few years at my University and they are overwhelmingly generous and understanding with it. If something isn't working for me, I can communicate that and have adjustments made, no questions asked. This did involve me having to come out to a variety of people involved in my graduate research but they have been very professional and discreet about everything. It was scary but I'm glad I did it.

You need to talk to your advisor. Don't be apologetic, bashful, or make excuses. State simply that you feel that you need more direction and highlight some areas of uncertainty. Ask whatever questions you need to ask. Make it known that you are confident in your own abilities, and demonstrate that you have full belief in yourself that you can do it with the direction that you need. Try your best to appear confident in yourself and your words.

Good luck,

Porcelain