I am M19 and I have depression for ~2 years. I feel sad every day no matter what I do, I am on meds for a while now. I was good for a short period of time. I am starting the university and I will start a UI design course but I can't learn or do things, it's every hard to focus. I have a friend, she said that if I wanna talk we can. I feel bad about this talking thing because I don't want that her to feel bad. I have this feeling, "it's bad to talk about this kind of things". (I went to a psychologist, doesn’t helped alot). 
What should I do?