I hope you give yourself lots of credit for taking charge of yourself and your life. Good for you!
Believe it or not, sometimes the very best time to go into therapy is when we are feeling good about successes in life. I’s a time when we have confidence and strength that can help us deal with some tough issues.
In your case, I’m guessing there is some unresolved anger and grief about your father’s abandonment and the breakup of your family. You have managed to put those feelings aside and to develop friendships and to go for your professional goals. You could leave it at that. But I think the depression you experience is your inner self telling you that you have some psychological work to do.
From my point of view, it’s important that you do it. You don’t deserve to be haunted for the rest of your life. Further, your feelings about how your family disintegrated might get in the way of forming a trusting and loving relationship or connecting with your own kids someday.
I have every reason to believe that you will be as successful in therapy as you’ve been in meeting your other goals. I hope you will follow up and make an appointment with a counselor soon.
I wish you well.