Sometimes, therapy and action aren't enough.
There are millions of cases of depression, and many of the symptoms can range in severity. For someone in Wurtzel's situation, life has become a living torture, like a hopeless agony. She doesn't really have to prove that—her failed suicide attempt proves that her life was hellish. But then she tried Prozac and realized that, technically, her experience of depression could be supplanted with chemical assistance, and her perception of her isolated torture transformed. The therapy needed to be paired with a medication in order for Wurtzel to be at peace in life.
Suffering can often exist in silent ways.
Because we cannot understand each other's lives the same way any person understands their self, it is hard for those who have never suffered intense emotional anguish or blinding panic to understand that it happens to some people exclusively. That means that some people only experience life as a bitter hell—especially those with childhood trauma, as Wurtzel explains about herself. The suffering in her life stemmed from unresolved existential and emotional pains that no one could see or hear except herself. Therefore, her isolation was also torture. But as she notices at the end of the story, when we talk openly about our mental health, we become a community fighting alongside one another.
There is no running from true depression.
Sometimes a person will be overly emotional and think that depression is just being overly sad or something. But Wurtzel's story is a picture that doesn't fit with that view of depression. For Wurtzel, depression wasn't an indulgence. It wasn't even optional. Having been given a bitter hand by fate, having watched her parent's marriage slowly fall apart and fail, having seen them fight through a bitter divorce—Wurtzel's depression was a reality of her situation. That's why she tries running from it. She goes to New York to try and find some hope in the rigor and bustle of the city. She goes to Dallas to try business at a different tempo. No dice. She goes to England, but still, she cannot run away from the pain of her childhood. But then Prozac allows her to experience a slightly different point of view, with a little mood boost, and she realizes that she can have hope after all.