NHS - does it cover therapy?

Does the NHS cover therapy for depression? I’ve been advised by family and friends to visit a therapist because they think it’s getting worse. I just fee down to be honest. Anyway I will stop rambling, does the NHS cover therapy? And while im asking. What is it like? Im a little apprehensive in all honesty, im not sure if im keen on someone ysing everything I say. I presume it would all be in total confidence?