Self-Diagnosed Depression

I'm in my own head a lot these days. And I think it's turning out for the worst...I don't have anyone to talk to so I talk to myself, I figure out problems by myself, I tell myself I'll be fine, I'm alone most of the time anyway so I just deal with it by myself. Keeping it in is the worst part because I'm scared I'm going to self destruct and I don't want that to happen.
I don't remember if I mentioned in my last post that I've thought about looking for a therapist. I have been though. Something's keeping me from actually Googling anything though. There's a stigma attached to seeing head doctors, and while I don't believe it myself, my dad does. He thinks it's weird going to a stranger to talk about your issues, he thinks whatever problems you have can be figured out internally/with your own family. I don't think that way, but my hesitation comes from anxiety: what if going to see someone ends up making whatever's wrong with me worse than it is? What if this person does more harm than good? And what happens after that? I know reviews of people in this profession exist, but I'm not really into reviews. Everything in this world is subjective, so you can't always take a person's word as it is. Like in university, a lot of people didn't like a certain professor, but when I ended up taking his class, I thought he was a good teacher. It's all about perspective, and my opinions were different from everyone else's. I also don't read movie reviews or watch trailers because my perception could be altered from these things; I'm good at finding my own conclusions about everything.
But I'm horrible at ending blog posts. My personal journal entires I'm fine with ending however, but since this is made available for the public to see, it's harder.
I used to be okay with myself. I was in a good place. I can't say I was ever completely miserable before, but I knew I was on the uptake: I was happy with who I was and I was excited for what was going to come in the future. Now, I'm falling and I'm falling hard. I'm some place worse than I was when I was sad the first time, and I really don't like it. I want to see a light at the end of the tunnel (which is such a cliché way of saying it), but I can't. I don't know what to do.