hey, welcome to psychcentral :-)
i think that a lot of people vaccilate a bit on getting help / not getting help; wondering if they need help or not...
i guess the issue is: could you benefit from therapy?
that is something that will be assessed in your first session.

with respect to practicalities...
i've heard the best way to try and find someone suitable is to go with a referral. do you know someone else who is finding benefit to therapy? would they be willing to pass on the name of their clinician? how about going to your GP to ask for a referral to see someone?
if you want your health insurance to cover the cost then typically health insurance providers have a list of the clinician's who they will reimburse. you would need to contact your health insurance provider to get hold of that list.
sometimes people look in the phone book under 'psychologist' or 'councellor'. sometimes people just start making phone calls and sometimes people call the people who describe themselves as having an interest in the areas that the person wants help with.

how will the first session go?
i guess... you phone... ask for an appointment / ask how much it will cost. in the initial appointment the therapist will likely try and figure out what kinds of issues you want help with and they may also ask you some questions about yourself (how many people in your family, what you do for a living etc). you both get the chance to get to know each other a little. you should feel free to ask them about their qualifications and about what sort of therapy they provide (i.e., what they think will be involved in your treatment, and how long they envisage it taking). you should be able to negotiate / sort out such things as frequency of sessions, cost of sessions, method of payment, timing of sessions etc if you make the decision to work together. in a way it is a mutual interview. you should be able to say 'no i don't think we can work together' (as should the therapist) and you should make sure you have the opportunity to cancel sessions without payment if you cancel 72 hours prior or something similar. sometimes people find they need to interview up to around 9 people to find someone they really feel enthusiasic working about.

it would probably help things along if you could think about what sorts of things you want help with. it is fairly much a safe bet that the therapist will indeed ask you about that. it could be handy to make a list before going even.

therapists do differ... but generally speaking most seem to understand that first sessions are hard and that it can be hard to talk in them. if you click with someone i guess you should feel like they are trying to put you at ease and they are relatively successful with that. they are able to coax you into saying some stuff that you feel is important. if you really feel like you couldn't disclose anything to them or they weren't very sympathetic then that is likely to indicate that you aren't well suited. i guess it is a bit like trying to find a car... i really think that you are at an advantage if you are able to shop around a little and find someone that you really feel happy about working with.