Hello & Welcome, Melannie!

Personal Opinion: Depression can be auxiliary to or an early presentation of other, non-mental illness. I believe it is in your best interests, situation permitting, to get as comprehensive a health screening as you can when you first begin to address the depressive symptoms. This means involving a medical doctor or psychiatrist (who is a medical doctor) from the start. Psychologists, due to their background, may be less apt to see possible health issues outside the mental-health focus of their field.

Wishing you good health in all ways!