I am sorry to hear that you have been feeling depressed for a number of years now. You also mentioned that you have social anxiety and live a rather isolated life. To me that says that you have been suffering for a while now and it is time to do something about it as you have very well thought yourself. People who engage in therapy and see a Psychologist/counselor/psychotherapist are people who realize that they need help with the way they feel, think or behave. They may feel that they want to explore themselves more, change something about themselves or improve their lives in some way. We all experience problems from time to time and the mature thing to do is seek support and help when we need to. There is no need for a traumatic event to have taken place as many times a lot of our difficulties come from complicated relationships that we have had in the past within the family or with other significant people in our lives.
I am not sure why you feel ashamed or guilty, maybe you feel that you are lacking something and cannot relate to people easily. Maybe you feel like a failure. No matter what this is that is making you feel this way, this can be addressed and faced in therapy. Engaging in therapy would give the opportunity to explore all these difficult feelings and thoughts and understand yourself better and learn new coping skills. Please ignore all the other voices that you hear about the fact that you shouldn't need help. You know yourself better that anyone and it seems that you feel that you are in need of professional support, therapy. I wish everyone realized that all people could use with this thinking and reflective space that therapy can provide. The people that you listen to are most likely identified therapy with psychiatric care which has nothing to do with it. They could also be avoiding their own issues and to justify their own denial and avoidance they may be trying to prevent you from doing what they are afraid of doing themselves.
So please follow your instinct and decide for yourself.
I wish you all the best in your efforts in re discovering yourself.