OH man (or woman), me too... I thought that life was to be fun.
Well, not exactly, but at least I thought it would come in tasty mouthfuls... maybe sometimes bitter other times sweet, but not this greyish tasteless mud that depression makes it.

Well, OK, now regarding meds, you can only trust your pdoc... he knows things, you don't. Of course you are entitled (and I urge you) to ask explanations (it does not exist a thing such as "wasting the doc's time"). But after all, tTake the pills and forget them, even because except a few lucky cases the meds are a support to help therapy.

Starting therapy is the important thing you must focus on now.
The most important advice is to be active. Of course, being active for a depressive is hard, but it's vital. No serious therapist can be pissed off if the patient asks things such as "what is the urpose of therapy now" or observations such as "I feel that lately we're going nowhere". SO I'll summarize it as LEAVE NOTHING UNSAID. OK?

Come on, the best of luck!