@Trulytrying you need to ask a Rav about specific circumstances.
Therapy nowadays is really not so taboo anymore. I know many friends who went to therapy for 6 months to 2 years in their life, and I found this out after being their friend for not too long. ACTUALLY someone I went out with told me this on the first date (in context I had asked something and it was part of the answer) and it showed me in his case at least that he was:
1) Aware and listening to his emotions, and properly dealing with them to the point he went for help for a short period of time. Which meant he would be more wiling in the future to be honest with himself, when he needs help or is in the wrong in emotional areas, spiritual areas, and relationships.
2) Was a stronger person because of the experience, and learned valuable tools to deal with emotions and different things in life. He can probably better deal with life than other people now.
3) Everyone deals with hard situations in life, and often times it leaves baggage behind. We all have it, doesn’t need to be a mental illness or major abuse, it could even be just a friend who betrayed you after many years that you can’t seem to get out of your head that left your self esteem shattered. It can just be life, normal regular sad parts of life. The fact that he dealt with this situation properly shows me he is less likely to be holding other baggage behind too that isn’t dealt with, and if he is he is probably working on it.
In conclusion, whether you have to say something? Probably not. Depends what it is, ask a Rabbi.
But depending on what it was, I think it’s a POSITIVE thing to say it and will enhance the relationship between you and your date if you are already dating seriously. Once you are hitting your 4th or 5th date, you need to take risks, and you need to expose some parts of yourself in order to really connect. This is a wonderful way to do so and only shows strength in my opinion.