After getting my depression treated, I was able to really work on myself better and have lasting results. With the untreated depression, it was like trying to rebuild a house while it was still on fire. I'd try to fix one part of my while the other stuff was still actively messing me up. Getting treated let me let go of a lot of things that were just a byproduct of my own mind and focus on what the root causes of things were. I wasn't reliving slices of all my previous bad days every day. I could come to terms with things in my past, see what I did that was cringe/jerky/etc and understand it and see better ways to go through life.
It was far from a quick fix, and I still have to live with that part of me, ala The Babbadook. This year in particular has been very hard on me. Medication just lets me manage it, it does nothing to fix core problems. That's why many people go to therapy in addition to medication. Meds do just enough so I can sweep away the bad crap my mind tries to trick me with before it causes trouble.
What it feels like and how people react to it is different for everyone because we all have different brain chemisty and different underlying and associated issues. For me, a quick visit to my GP and a cheap Rx for Lexapro gave me what I needed. My partner had a much harder time and it took a few years to get sorted out. She also talks to the therapist and has done DBT programs and group therapy to get where she is, while I usually do ok on my own or just talking things out to her or friends.
It can be a real struggle, but it really sucks being your own worst enemy and is far, far worth it to talk to a medical professional if you think you are having problems. No matter where you try to hide from things, you can't escape your own mind, and it knows every way to really mess you up if it wants to. It isn't being weak and it doesn't mean you are a bad person, it's taking personal responsibility for yourself. You wouldn't try to heal a broken leg yourself, and a mind is no different. Some things are best left to the pros.