If you find this list describes you well some fair portion of the time (say, more than 20%, though even that sounds like a lot given what I know about people who don't have chronic depression), that's probably a start.

As to it being scary -- yeah, it is. One really important thing to do ahead of time if you decide to seek help is figure out how to make a safe exit if you're uncomfortable, or don't want to continue with a specific provider. Some people find that easy; others find it challenging. Not sure which you are, or how much trouble you have asserting your own boundaries, but it's a very useful skill.

One practical matter of safety here: if you want to walk away from someone and you're worried they might escalate, know that in most cases they can only act without your consent if they believe you pose some specific danger to yourself or others. Think about what you're going through that might be interpreted that way, and be careful before sharing anything like that if you think you might want to stop seeing that provider.