Only you can know whether you're depressed or not. It sounds like you probably hesitate to just state you feel depressed because you may feel guilty for doing so or are afraid that people don't believe you? I know this as well.
I think, with depression, it's hard to describe. Once you have it, you know you do have it, even though you might have never thought about depression before in your life.
Go see a therapist! I'm sure those guys are familiar with people who don't know why they're there exactly at first.
Maybe you could consider seeing more than one therapist at first? That way, your free sessions would be used up earlier, but you had the opportunity to find the t that best clicks with you. I know from my own experience that it's important to find someone you can stand.
Hang on/stay strong!