I hope they were able to help you at the hospital. I assume they did not admit you but hopefully they did let you talk to someone.
Your therapist is there to help you with this very type of thing. What you say is confidential, so it will not leave that room. You can feel safe letting her know. She knows you best and therefore can help you find ways to cope.
Sometimes the hardest part of dealing with something like this is taking the first step and telling someone. Keeping it to yourself makes it feel worse, because you cannot see if objectively enough to sort it out and find answers. Even if it's not your therapist that you tell, but a trusted friend or family member, it is better than keeping it to yourself.
Here is one of the links I gave you in the past. It provides some tips on how to deal with how you feel:
See if it helps. Also, don't forget to care for yourself. Plenty of fluids, eat well, sleep as much as you normally do and writing out your feelings are all ways to help yourself. Get out at least once a day too. It's too easy to keep yourself inside and have your depression take over.