Is finding out who you really are a part of freeing yourself from depression?

Yes. Knowing yourself will allow you to make changes that can help end depression.
Perhaps. Depression varies so much from person to person that i hesitate to ever make generalized statements like this. Some people's depression gets better with increased self-awareness/insight. However, self-awareness doesn't necessarily inoculation one from depression. Many people's depression requires medication to get better. Others get better with therapy aimed at changing thought patterns.