It really is most appropriate to start with a visit to your primary care provider. The first thing a psychiatrist needs to know is whether or not there are any current health issues that could be contributing to whatever symptoms you might be having. So when you go to see a psychiatrist based on a referral from a PCP, the pdoc knows that the PCP has already ruled out physical problems, or has properly addressed whatever ones as may exist.

All a psychiatrist is going to do is decide whether or not to order some drugs for you. A regular doctor can actually start you on an antidepressant. It's entirely possible that your PCP will offer to do that and not see any need for you to go to a psychiatrist at this time. The PCP may also refer you to a therapist. Psychiatrists don't normally do therapy these days.

Have you been finding any impairment in your ability to function?