I don't feel like going to therapy and dredging up the past. All the more reason to go. You may be depressed because of those things you don't want to talk about. If people find out I'm depressed, they'll think I'm nuts. OK, I won't lie to you here.
Depression carries a stigma in our culture.
There will be people whose opinions of you may change, if they hear you have depression. Besides, getting help doesn't mean everyone has to know you are depressed. It won't work for me. That's the depression talking. I deserve this, I ought to suffer, I shouldn't get rid of it.