Nope, I'm not a psychologist, nor a therapist.
In a nutshell, the major difference between therapy and coaching is the following:
Therapy tackles your past, your traumas, and if applicable, your mental illness.
Coaching, takes you from today to the tomorrow that you want to go to, while giving you the insights, tools and techniques to reach your destination via a less bumpy road.
If you have experienced major trauma, mental illness, and/or issues with regard to your "past", you need to seek help from a mental health professional.
If you are feeling empowered enough to make your own decisions, create your own future, and become more efficient and confident along the way, coaching is right for you. Coaching can also go hand-in-hand with therapy.
If in doubt, talk to your GP or a psychologist about what your needs may be. Coaches are not trained mental health professionals and do not have the license to treat people with mental health challenges.