One of the primary causes of depression is stress. But it can also have biological, genetic, or psychological sources. Therefore a doctor's diagnosis is essential. However, if it is complicated a misdiagnosis is possible. As a patient you are entitled to ask questions you might have and you should not hide any information which might be crucial. You should not be so cooperative that you just take drugs without thorough investigation. Going the wrong direction will just postpone a solution. You are entitled to becoming informed, but doctor's visits are costly. Printed material should be made available so you aren't kept "in the dark" and would worry all the more about what you don't understand.
Antidepressants are supposed to speed recovery by eliminating symptoms and enhancing motivation and energy. Therefore, drugs are not meant to be curative in themselves like an anti-biotic would be. Newer antidepressants target different or combined brain chemicals. A significant number of patients find relief within 6-8 weeks and most on the first or second drug tried. But a third may require further refinements. There are also side effects to consider. Most medication is approved for shorter periods, but long term use depends on successful intervals without occurrences of depression. You see testimonies of people who find the correct drug and have to stay on it permanently. Its important to resolve the problem early because major depression is a recurrent illness and the more episodes you have, the worse they can get, and the less stress it takes to trigger them. But recent research has discovered that anatomical changes are reversible and complete recovery is possible.