I did give up on therapy. I went for years to counselors I respected. It felt kind of supportive for a good long while. However . . . . talking to therapists did not change anything. My problem with depression was not decreased by going for therapy. I never walked out of a therapist's office thinking, "Now I understand something I didn't understand before." or, "Now I have a better understanding of what I should do." So I stopped going.
When I find myself in Hell, no therapist holds the key to getting out. It usually means I have to change something that I'm doing. I hold the key to that. I know what my options are and why I've been doing what I've been doing. I know the pros and cons for the different options. I have to change my gameplan.
In my experience, depression comes from me having an approach to life that is not working for me. I can keep rationalizing why I can't do anything differently . . . or . . . I can do something differently. I found that talking on and on to a therapist is just a way of stalling. It was just me spinning my wheels.
Once, when I was desperate to talk something over with someone, I called one of those Psychic phone numbers you see on TV. (I don't believe in clairvoyance, either.) Well . . . I found it quite helpful, in the moment. Therapists, psychics, astrologers, IMHO, basically all do the same thing. They listen attentively. They read between the lines. They hand you back something that they inferred from what you told them. It's nothing you couldn't figure out for yourself, if it's true.
I think most people go to therapists because they are lonely. It's like hiring a friend for an hour. When the hour is over, you're back in your unhappy life and nothing is changed. Then you spend the week thinking about your next appointment and what you're going to talk about then. This can go on for years with nothing really changing.
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