I think you first have to stop believing you are "crazy" if you're going to truly get the help you need. Sometimes, we are our own worst enemy when it comes to getting help. If you focus too much on their motives, you may lose out on getting the assistance you need. Sometimes, when we're in a low place, it's easier and even more comforting to stay there in that feeling of emotions, rather than focus on getting out of it. You have to be willing to do the work to get the help and or treatment you need if you want to get out of that depressive mood eventually. It's not an overnight process, nor does it go away after simply talking to a therapist.
Therapists are not responsible for our state of minds. They can only use what they have learned and experienced to help us as best they can. They are human, not gods. One thing that I can assure you is that if you continue to withdraw into yourself, and not seek help or assistance, your depression will get worse. Loneliness and withdrawal will only feed those feelings of sorrow and self pity. Many of us here have been there and are going through it. So, you're not alone. Many of us struggle with it with varying degrees.
First thing to realize is not to feel bad or guilty about it. That will hurt or make it worse. No need to feel as if something is wrong with you for being depressed. You're only human, and it's normal. You don't have to be going through major issues or life altering events to have depression. Sometimes, our minds just don't work as well as they should, and our realities don't match up with what's going on inside our heads.
Next, find something constant, as an anchor, that can you can use to keep you grounded as you go through this. Depression has the tendency to make you feel uneven and unbalanced. One minute you're up, and another you're down. It's inconsistent feelings or emotions. So, having something to help you take the edge off those mood swings is important. Having at least one friend you can vent to is also important.
Then, allow yourself some time to get adjusted to the idea of working with a professional. Don't dismiss therapy so quickly. It's not supposed to an overnight cure all. If nothing else, use it to get thoughts and feelings out that you may have been bottling up inside. You don't necessarily need to have a personal connection with your therapist to get something out your experience with them. If you're not comfortable with their approach, express how you feel to the therapist, and tell them what you think you need or want from therapy. But don't try to handle being depressed on your own.