Why seek professional treatment when I can find my besties to talk to?
Seeing a mental health professional can help you restructure your thinking process, trace back the roots of your issues, deconstruct your faulty cognitive beliefs and rebuilt them. Psychotherapy/counselling services provided by these professionals are evidence-based (scientific).
Psychologists and counsellors are bounded by their ethics to provide you with any bits of advice. Instead, they guide you to seek answers. While they are the experts in using psychotherapy to assist you, you are your own subject matter experts.
Advice from friends may sometimes not work for you. There is no one-size-fits-all solution to the exact same problem 2 different individuals may face. While it is free, sometimes these advices (although with good intentions) may harm you more than they could help you.
Mental health professionals (e.g counsellor, psychologists) are obliged to keep your case confidential with exception to the court order (normally for criminal cases).
A similar parallel case would be to self-medicate instead of seeing your doctor – although you may recover from your mild physical illness, many times the illness become worse instead.