I am not sure that your focus on depression is the best for you. To go to therapy is not the same as trying to get a haircut. "Cut a bit here and there and I will have it the way I want".

If you have broken your leg, you don't sit at home and figure out in what positions you want your leg treated. You let the doctor diagnose you and find the best medical way for you (legs can be broken at different places).

The same goes for depression. You let the P.doc figure out how your depression is unique for you (because only you are you) and then let her/him present her/his treatment program for you. You can of course choose to say yes or no to it, but NO TREATMENT without A PROPER EXAMINATION first.

My advice to you is to let go of your need to control how you need to cope with your depression. Work a bit with yourself until you are ready to trust yourself into the hands of a skilled therapist who is well educated to do such a job.

May be the therapist will find it quite obvious that you need to train your "curiosity", but may be she/he can see things that you don't see and sees that while talking about other things, your "curiosity" will improve as well.

Give yourself time to get ready. It is of course scary to go into the unknown, but it can be well worth it.

I find my therapist quite helpful!