An example: I used to tell my therapist that whenever I was in a social gathering I felt as if I was getting negative reactions from everyone and that I wasn't wanted. Keep in mind, these people invited me to be with them, I didn't tag on.
The main problem with this thought pattern was that you can't "feel" that you are getting a negative reaction. You believe you are getting a negative reaction. I logically understand that I'm not a psychic. I do not know what these people are thinking, yet I believe they don't like me, even though they are inviting me to hang out with them. That doesn't make sense does it.
This is just one example of many.
As for the medication, it worked wonders. I had to try out different types however. The first medication I tried was welbutrin. It worked at first, I actually though about happy things. Probably something most take for granted but it felt like night and day for me. After going up in dosage however it made me feel more like a machine. Then I switched to prozac and have been going strong since. Prozac is working much better for me. I feel normal. Not sad, not necessarily happy all the time, but I am not having extreme pain inducing headaches 5 times a week for hours on end.
One of the ways my therapist framed using medication to me was that if I wasn't depressed the medication wouldn't work first of all. It doesn't magically make you happy. Also, if you are actually depressed, you have extremely low amounts of certain chemicals in your brain that are necessary to properly function. So it's not like you don't have an actual ailment that requires treating.
Also, to those that claim that you can get better from depression by eating better, excersize and sleeping. It's very difficult to put in that sort of effort when you can't get out of bed.
To add: The main thing I want people to get out of this is that we need to remove this negative attitude towards getting treatment for things like depression. I imagine a ton of people that would have gotten help if they weren't afraid of being perceived as weak especially to themselves. Cognitive therapy wont work if you go into a session and expect nothing out of it and are completely uncooperative.