BelleDameSansMerci - Citalopram is very widely prescribed and is I think considered the "mildest" of the antidepressants - that is, least likely to cause serious side effects, and best tolerated; as this post demonstrates, lots and lots of people have used it and felt very much better.
The standard advice is that you should give it a few weeks as it takes most people a while before they feel the effects.
So it will almost certainly be fine, and may help you a lot (though I think it's a good idea to take up the counselling or therapy too to tackle the underlying causes of the depression).
Occasionally, however, people react badly to even small doses of SSRIs. I had a (very rare!) reaction. A couple of years ago I had been quite seriously depressed for much too long without getting help, and eventually agreed to try taking something; I was prescribed just 10mg of citalopram (20mg is a more usual starting dose) as I was nervous about it. I took the first dose at about 6pm one evening and by 10pm I was manic (very very "high", unable to sleep at all without feeling tired, shaking, unable to stop talking - odd when alone!). I also became very anxious, and my heart rate/shaking was so bad that the GP thought I had an acute thyroid problem. Mania induced by antidepressants is very rare, especially if you have no prior history of manic depression/bipolar problems, but it does happen, and it's worth being aware of it because not all GPs are very well informed and it is a very serious side-effect if it does occur. I only ever took two pills, but I had to take sedatives and anti-anxiety medication for many weeks, and it took more than six months for the effects to resolve completely. As my GP had never seen a reaction like this I was referred to a senior psychiatrist, who rubbed his hands in glee at this excitingly rare reaction (!), but said that he does see it from time to time. It's probable that I am one of those rare people who had never had a manic episode but had a "tendency" that way and so was 'flipped' by the drug. Sometimes this happens to people after weeks or months on an antidepressant - it's particularly unusual for it to happen so fast.
Please realise that this is very, very unlikely to happen to you. But if you have ever in the past had periods of being almost "too" up - very busy, starting lots and lots of projects, perhaps a bit reckless and hard to keep up with - before or after times when you were down, then you should mention that to your GP. Similarly, a range of side effects including (obviously!) improved mood are normal with ssris, but if your mood changes suddenly or very dramatically you should tell your GP.
But really I am only relating this for the sake of completeness. It is very unlikely to happen and it is much much more likely that you'll feel a lot better.