A lot of people with depression get to a point where negative thinking plays a big part such as believing that there is no point in taking medication (what's the point in trying,) believing it doesn't work or feel they are unworthy. Depression can make you believe all sorts of terrible things about yourself so starting medication in the first place can be a huge step.

Then you've got the double edge sword of the fact that it takes 6 - 8 weeks for medication to get into the system, this can make someone believe it doesn't work, so why bother. If someone manages to take the correct dosage over the length of time (that introduction stage) then the person may start to feel slightly better and believe that they don't need medication after all.