Tallulah, I have done some research on this.
A.) It would be to your advantage to get involved with a therapist who understands the problems often attributed to gifted females. We are a different breed with different needs.
B.) When people are depressed, they often lack the ability to synthesize information while they are still, (and much to their further detriment), able to analyze information.
C.) My thoughts: A good therapeutic approach allows us to see and understand new approaches and perspectives to employ in order to combat whatever it is that is ailing us.
D.) I have suffered through both major depression and dysthymia as well, and there are several books that have helped me a shit ton.