I am sorry that you are dealing with depression. Congratulations, however, on seeking help for this. It is important to remember that depression is a medical condition which can be treated. I would highly recommend talking first to your doctors
">primary care doctor or your psychiatrist
about your depression if you have not done so already.
Most forms of major depression end up requiring medications to resolve. This is a healthy way to deal with depression, and if depression is significantly impairing your quality of life or your ability to function, then probably medications will be needed. Your primary care doctor or your psychiatrist can discuss medication therapy with you and can make some recommendations.
At the same time, therapy can be an excellent adjunct therapy for depression. In mild cases, therapy alone may be enough, although this is not usually the case for full blown depression. Both individual and group therapy may be of some benefit, as well as specific techniques, such as cognitive behavioral therapy which helps you to identify and reverse negative thoughts which reinforce the depression.
Start by talking with your doctors. They will help you determine the severity of your symptoms and will recommend how to proceed with therapy.