It's great that you are realizing that you need help. It will definitely be worth it. Telling someone about my depression and self harm (about three months ago) was one of the hardest things I have EVER had to do...but since then I've been seeing a therapist, I have lots of people supporting me, and I'm doing much better. So remember that it will be worth it in the end.

Maybe you could see what your insurance covers in the way of therapy. You're an adult, so you could look into mental health services at your local hospital, or even make an appointment with your GP. Or, talk to your dad! The information might shock him at first...or it might not. I thought my parents would be shocked when they found out about me, but they weren't surprised at all. They said they'd expected it. So it very well might turn out just fine.