Are you dissatisfied or are you distressed? Coaches help people become more satisfied, happy, clear, or productive. Therapists help people feel better.
Coaches are fond of saying they ask the right questions to get you back on track. They focus on the here-and-now, not your personal past. They don't deal with your emotions. So if you've got a time management problem, or a procrastination problem, or you're trying to figure how to achieve your dreams, working with a coach may very well be exactly what you need.
But if you're struggling with some form of a emotional pain –- depression, anxiety, global distress, anger, relationship distress –- or you're struggling to function –- sleep, work, eat, play, relate –– don't call a coach, see a therapist.