Different counselors use different methods for talk therapy. All types of therapy aim to help change how you think about your problems.
Most therapy for depression is done one-on-one. But it can be done in a group. You and your health care provider can discuss the type of therapy you think would work best for you. Your provider can also help you find a good counselor.
Look at the experience and qualifications of a counselor. Ask about their training, type of experience, license, or certification. This will show what type of counseling they can give you. It shows what problems they can address. A counselor for children may not be trained to work with an adult who has depression.