This is where we all begin. We feel odd even giving a name to how we feel. If your insurance company has a website, you might be able to see what the therapist shows as an area of focus. I would look for Depression, because that's what you describe in your post.
Another way is to look at therapist sites such as Psychology Today that has a 'Find a Therapist' option. The therapists include a little about themselves, what they do, what diagnoses they work with or specialize in, and insurances they accept. Go here and then click on the drop down box titled Find a Therapist.
http://www.psychologytoday.com/
PsychCentral also offers a therapist search. Click on 'Find Help' on the top bar here on this page.
I hope this helps