You might go to a psychologist and ask whether you have depression. You might even go with a more simple question: What is depression? Most of the time, when people ask this question, they're referring to Major Depressive Disorder.
So, what can you do if you think you have this? Ideally, start collecting data & based upon the data, you might make a decision to get help. If you decide to get help, you'll have the data to guide your psychologist, which will lead to a more accurate diagnosis.
What data could you collect on yourself?
Then what? If you do have MDD, then you'll need to decide with your doctor if medication is appropriate for you. Whether or not you decide to take medication, you'll certainly want to learn how to cope with your depression and learn to give yourself relief from MDD's effects through therapy.
What type of therapy? It is often useful to seek a type of therapy that helps you form a new relationship with your depressive thoughts. Some therapies challenge depressive thinking and interfere with depression-promoting bad habits; examples of these are Rational Emotive Behavior Therapy or Cognitive Behavior Therapy. Others teach you to disengage from your thinking and become the observer of your thoughts, moving in the direction of your values. Examples are Mindfulness based therapies, Behavioral Activation Therapy, Solution Focused Therapies, and Acceptance and Commitment Therapy.
This list is not exhaustive, and the main point of this post isn't to force one type of therapy upon you, but rather to encourage you to self-monitor while you wait to get your appointment with your new therapist.
You can also learn more about changing your thinking form The REBT Super-Activity Guide.