Please don't interpret this comment as against therapy in any way because therapy is an important and useful tool.

But the tape recorder kind of conversations (and you can just do these yourself) is actually a really effective tool when you are feeling overwhelmed. I use a journal instead of a tape recorder but it lets me establish how I am feeling at that moment, and then I can revisit later and evaluate what was going on.

If you're able to do this consistently, it becomes a really valuable tool because you can start to find correlations. "I notice I get depressed when I spend too much time just playing games". Correlations aren't necessarily causation, but even just that simple correlative analysis can be a meaningful tool.