Depression, therapy and other related questions

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I have a friend who suffers from depression. So I just wanted to ask. Is the therapy psychologists/ psychiatrists give effective? What is it like? How do the therapy sessions go? He refuses to see a doctor because he believes that no other person can talk to him and magically make his problems disappear and he is fixated with the idea that taking pills would mean he's a sick person. To along with it, is the idea that this problem is very new and unfamiliar to him so he doesn't know how to deal with it. It would be so helpful if any of you guys could give me a description of how the therapy has worked,the manner in which the therapy is given, ,what it is like and other such details. Just so I get some first hand accounts of people who've actually been to a doctor instead of relying on vague internet posts.