It sounds like your depression got worse at the thought of another session like the last one.
I think you are saying that you need to get deeper than simply focusing on how to cope. It sounds like that was the problem last week. You didn't feel any closer to being understood, to getting a senses of the causes of the problems, and/or to making progress on them. As a result, the session seemed pointless and made you feel hopeless.
What one or two topics might be entryways to getting a little deeper? Or maybe: What one or two topics are most on your mind?
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