Therapy works, as long as you go for an evidence-based practice. It’s not so much about talking solving your problems but it’s more the therapist giving you tools to help yourself tailored to your situation and brain. They give you an unbiased view to help you understand both the nature of the situations you find yourself in and your own reaction to it. They’re also explicitly not a friend, and serve a different purpose. I was also very skeptical for a long time, but when you find a therapist who you click with it can help straighten out your thoughts and give you a good perspective.

I highly recommend looking into cognitive behavioral therapy. There are even workbooks that you can do on your own that teach you some of the skills, but talking to a real person about things specific to you can help a whole lot.