I feel like the only person who would be able to fix my life/perspective/mind is me. Can you explain?

Looking at any form of expressive art like the Blues, it's all about people sharing feelings and expressing what is inside of them - that alone is a form of therapy and any decent therapist will start doing that before anything else, just getting you to TALK and voice your pain. This alone can give an empowering feeling, when you NAME and express your problems your mind suddenly has a target, much better than before and being able to express it and someone actually caring and understanding, that makes you feel less alone. Then you will discover many others have had similar thoughts or problems. That's again something the therapist can share through their work experience and studies. Now you have a target and you know that you are not the only one suffering from this. Even more empowering.

Another thing good therapists do, they can re-frame things or give you new outlooks on situations, again through their experience and training. Part of the reason for being depressed is, you are stuck in the same situation with the same problems, you have been over it in your head a million times and see no out. Through sharing and talking, a therapist can offer a new perspective of looking at things.

Then there are more action-oriented things like behavior therapy. Essentially it's all about getting you to do things differently or doing different things. When you are depressed, you are stuck in an endless loop over and over again, which can lead to a never changing toxic situation and giving up. Behavior therapy slowly nudges you out of those same habits, transforming behavior and thereby helping you create a way OUT.

Then there are a few literally magic waves of the hand, also know as EMDR which nobody REALLY knows WHY it works but several studies have confirmed beyond any doubt that in fact it DOES work and is amazingly powerful e.g. against PTSD or generally against traumatic experiences in your past that are often linked with your depression. You focus on the trauma, look at the therapist literally waving an object to make your eyes move left and right... rinse and repeat, after two or three cycles (not hypnosis, mind you! you are awake and present) it's like your deep and traumatic connection to the pain is suddenly blocked and not as strong as it used to be, you do not experience the pain as strongly as before. Yes, pure fucking magic that actually works. Experienced it myself.

It always comes down to YOU doing or changing something ultimately, but a therapist helps you, enables you. Usually when you depressed I doubt you'd have the power to ALSO lift yourself out, otherwise you wouldn't be stuck and depressed in the first place!