I played this a while ago, and I would recommend it with a few caveats.
For the good parts: The gameplay is pretty solid and will be familiar to adventure game fans. It's a sort of side-scroller (a bit like Neverending Nightmares, but without the horizontal and vertical movment!

), so that's different from the adventure gaming norm. The controls take a bit to get used to, but once you get the hang of it they work well. It's not a very difficult game and the puzzles flow pretty logically. It looks very unique, the artwork has it's own feel and creates a dark and disturbing world.
I haven't had depression or been in therapy, but there are parts of the game dealing with that that feel very personal, as if the creator had been through it or been close to someone who had.
Some bad parts: It's an uneven game. For all the parts that seem deep and personal, there are a bunch that feel like they'd be more at home in a Nine Inch Nails music video. Not that that's necessarily a bad thing, but the shifts in tone can be jarring, and make it a weird and uneven experience.
The voice acting can get really rough in places, cringeworthy at times.
Overall though, I enjoyed it, it's unlike anything I've played before.