Honestly, he should be giving you some advice, tips, suggestions, insights, whatever. If he can't, then you should be seeing someone else. Not all therapists are right for everyone. Not everyone can paint, not everyone can sing, and not every therapist can work effectively with certain problems.
Here is a major problem for me when it comes to depression. My therapist gives advice, but I cannot follow the advice because I cannot get up enough (courage, strength, motivation, interest, whatever) to go through with whatever she suggested I do.
I have been in a rut for nearly 4 years now, and though some of it is situational, it clearly has much to do with how I perceive myself. Unfortunately, with the current state of medical science, depression is a life-long condition for most. It's just like having a heart condition - without treatment of some kind, it cannot be kept under control.