I've been in Neeko's position as well. Bah, I pretty much still am. But I'm a great example of how therapy is definitely not a necessary thing to go through when in such a depressed, useless state.
As a total NEET you have a ton of time to THINK. About anything, really. You just need to realize that you have problems and stop passing time randomly and instead give your mind some more time to think about yourself and your life. I trust myself much more than some stranger who's somehow supposed to know about me more than I do. I believe that you can easily become your own therapist.
After dedicating myself more time to such contemplations, after a while, I basically changed my whole persona from a depressed useless maggot to what you'd call a "genki" funny guy, similar to those kinda stupid friends of some protagonists in anime and whatnot... who's still rather useless, but working on it.
Soon enough, I'm about to go on a probationary period - customer service, heh. We'll see how somebody with pretty much social anxiety will fare with that, I guess. Even if I were to fail, the important thing is that I'm trying to do something about my situation at all. As long as there is some motivation, there is always some hope for a better future.