I agree with Joy, psychotherapy can be very helpful for dealing with the depression, guilt etc that often comes with a chronic pain condition. It doesn't mean you are crazy, just that you can go and vent to someone who understands and can give great advise on how to deal with the mental aspects of this disease.
I have a Masters in psychology and I understand many of the workings of the mind, but I have seen a psychologist for my pain.
Glad you had a good appointment. It sounds like the start of a great partnership between you and your rheumy. Take care!