By all means see a counsellor or a psychologist, but unless you have deep psychological issues where you are getting to an unbelievably unbearable point where medication might help you, see a psychologist first and leave the psychiatrist out of it.
And, in case anyone thinks I hate psychiatrists - I don’t. I just feel they aren’t that helpful in the sort of situations you describe here.
Unfortunately, for every great psychiatrist, there are just as many truly awful ones and despite their medical degree they can totally botch your diagnosis.
That’s my opinion anyway, take it as you will.
For what it's worth, antidepressants have a very valid part to play in the treatment of depression, as do various other psychopharmacologies. I've taken medication for performance anxiety in the past and it helped me overcome some real challenges.
That said, talk therapy with a good psychologist is also very useful both alone and in combination with drugs.