I partially mentioned this in my other answer ( https://news.ycombinator.com/item?id=38302927 )--personally I found a big help in the "Feeling good" podcast and then "Feeling great" book (an older book "Feeling good" by the same author would also work). It's basically a variant of CBT, served in a digestible way.

So if you don't want to start with pills, and you don't have a good recommendation for a psychologist, maybe you could try with a book, a podcast or something like that? (And I don't necessarily mean "Feeling good", that's just the one I can recommend myself.)