The counsellor takes your history, when situations started in your life that was causing you to become depressed, what happened, even if there are more than one trigger point. There could be many, everyone is different. She starts, atleast mine did, right at the very beginning, "any problems with your mother's pregnancy with you", kind of thing and went from there. That took about 2 sessions to get through, not because I had many difficulties, (maybe I do) she's very thorough.
The third session she started EMDR, she takes you to what one of your trigger points are and you put on either headphones with a soft beep going off from ear to ear, or she waves her hand from one side to the other, this all mimicking stimulation between the left side of your brain and your right side of the brain. Basically, how you store your negative thoughts. I wore the headphones. Then she explained it as though I was going to be riding on a train and looking out the window, looking in the scenes of my situation. She made me think of it, focus on it and then asked what I was thinking about and then my mind would lead to other thoughts that I would relate this situation to. For example, my Dad died when I was very young, that was one situation, from there I hold guilt for not doing more, guilt for my kids happiness, sadness, etc. It's kind of a chain reation to where and what I feel today.
It's hard to explain, like I said it worked for me. I found it very positive and my counsellor was awesome. Does this make any sense to you? If not, let me know...I have a tendency to ramble.
It's hard to figure out what is right for you. It took me a while to get to this and it being relatively new, I questioned it and trust me, I questioned my poor counsellor, I thought she was going to "toss" me out the door. She kept me and it worked!!
Sometimes, we have to take a chance, take that risk, it's hard because I am certainly one who needs to know the outcome of things, this I didn't. Just try it is a good moto for things you may be interested in.
Good luck!