It depends on what's bothering you, really. If you have some kind of fucked up behavior that you can't control then of coursh you should see a therapist. If you're just a bit depressed, then guess what, so is everyone else; not a lot a therapist can for for you other than say "there there, it's all good". Then again, if depression is so severe that you can't function or develop physical symptoms, you definitely need help.
Based on what you've said, in my entirely uneducated opinion, you seem to be suffering from some kind of self-delusion. It sounds like you already made the decision to seek help, but you needed some kind of reassurance. You say "I need to see a doctor but I don't want to see a doctor! What should I do?" I don't deny any word of that, after all, who wants to go to the doctor? But the answer to your problem is obvious, even to you. I wouldn't have any idea what all this would mean, but maybe it's something to consider in your self-diagnosis.