Whats the point of talking to someone about your depression when you know your whole life story?

Not the whole story.: Depression is a complex disorder that isn't just about what happens, it also depends on how we respond. We have control and responsibility for that. Genetic factors can lead to depression apart from circumstances or more readily under minimal stress. We may say "i know my history" or "my life is good" so why am i still depressed? Counseling to gain valuable insight or medication can help that.

Venting: This is called abreaction, or letting go, of supressed bad memories that help empty some heavy baggage as well as boost self-esteem through gaining social support & guidance.