That's private information that doesn't need to be revealed to casual aquaintances which is what someone is when you are first dating. Wait until you get to know one another better. A good time to reveal your depression/anxiety issue is when the other person feels comfortable confiding something private about themselves. Please don't refer to your issue as a problem. "Problem" infers that there is a solution. Depression/anxiety is a disability like paralysis or blindness and nothing to be ashamed of.
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