Thanks for replying everyone. I guess nothing horrendous happened when I was 4, but we had just moved to a new state (one that most of my family grew to hate) and my parents started fighting everyday since then. I can see how that would lead to depression at an early age but I don't know whether my severe worrying and panic fits in there.
I understand what a lot of you are saying about not immediately feeling different after getting help and I think I'm going to try and get the courage to get help sometime soon