Social media platforms have become pivotal as self-help forums, enabling individuals to share personal experiences and seek support. However, on topics as sensitive as depression, what are the consequences of online self-disclosure? Here, we delve into the dynamics of mental health discourse on various Reddit boards focused on depression. To this aim, we introduce a data-informed framework reconstructing online dynamics from 303k users interacting over two years. Through user-generated content, we identify 4 distinct clusters representing different psychological states. Our analysis unveils online posting effects: a user can transition to another psychological state after online exposure to peers' emotional/semantic content. As described by conditional Markov chains and different levels of social exposure, users' transitions reveal navigation through both positive and negative phases in a spiral rather than a linear progression. Interpreted in light of psychological literature, related particularly to the Patient Health Engagement (PHE) model, our findings can provide evidence that the type and layout of online social interactions have an impact on users' "journeys" when posting about depression.