It can be a good thing as far as talking with someone about your life or problems and stress. But I would recommend a good reliable friend over a councilor or therapist. It does sound like you may be depressed, and the therapist should be recommending something for depression if that is the case.
Based on your posts you seem like an empathetic person concerned about others and always truth searching. Don't know what initially led you to the counciling, but don't get discouraged. It often takes a long time to get things sorted out.
When I die I'm sure to go to heaven, cause I spent my time in hell.
You get more with a kind word and a two by four, than you do with just a kind word.