Sometimes family and friends are highly inappropriate BECAUSE they have had no training.
Sometimes you just want to talk, you don't want others to tell you what to do, or offer advice, or tell you about their own problems - and most "ordinary" people cannot just sit and listen to someone's outpourings without trying to do something to "help".
I have had counselling training (although didn't complete it, because I realised I wasn't in a good enough place myself to be a good counsellor at that time) and I can tell you that sitting and just listening without offering any suggestions/ advice/ opinion/ experience is bloody hard!
My sister and I have both had counselling for various reasons - at no point would it have been appropriate for us to talk to our family about the problems, largely because many of the problems were rooted in our family - nothing major, as has been suggested by other posters, just a family atmosphere of really low self worth, discontent and misery that plagued us into adult life.
I have (ab)used friends' listening skills before - when I split from my first very long-term bf - they would listen to me for hours, bless their hearts - but how awful I feel now for having bored them rigid with me going over and over the same old crap for months on end. At least with a counsellor someone is paying them to listen to you so it removes the guilt aspect! And family were not much use at the time because they kept telling me to forget him, get over him, move on, stop talking about him etc. Not what I needed.