Depression great difficulty talking to a therapist

Hi there,
I am having great difficulty talking to a therapist about everything. I am clinically depressed and often think of just ending it. I know that I need to open up, but I have been working my whole life to bottle everything up to appear in control and normal and I find it almost impossible to talk about anything that is bothering me. I feel so angry and sad.
I have two wonderful children, and I am trying to get better for them, but I don't know how. Right now I would rather just not be,but I am trying so hard, I want them to have a good mom, and I can't do it right now. I need some advice on where to start please.