Yes, I have gone to counselling several times
I found it very helpful.
The first time I entered counselling was back in 1994 when I started to remember having been sexually abused as a child. I couldn't afford to pay for it, so I contacted one of the Universities here and asked if they had a grad student program, and they did. So it was mutually beneficial. I got the help I needed and the student got some practice.
The sessions were taped, but that was ok. I was assured that it was for the student and the teacher's eyes only so that the teacher could help the student with what they should have or could have said at any given moment.
We also have counselling available through where I work, and I've gone there a few times. I have a great deal of insight into myself and my personality and know what my flaws are. Some I work on and some I actually like
But sometimes it just helps to dump on someone and talk things out even though you are technically coming to the realization of things on your own.
I would also suggest that you see a doctor and get on an antidepressant. The combination of therapy with an antidepressant cannot be beat. When you have a chemical imbalance going on inside your brain, no amount of counselling will help. You need to treat the cause and the symptoms. Medication and counselling will do that.
And don't feel ashamed or like you are crazy for seeking counselling. There is nothing to be ashamed of