Therapy is not a long open-ended conversation. Therapy involves three phases. The first phase involves both the client and therapist getting to know each other. During this time the history and course of the depression are understood. Then therapy goals are created. Goals keep the therapy on track. The next phase is the work to meet the goals. This is where the action starts. This phase often involves learning coping skills. Then identifying and resolving core issues related to the issues and struggles you are facing. The final phase of therapy starts once the goals have been achieved and therapy wraps up.