Psychiatric Service Dog Training

So I’m most likely getting a service dog due to extremely severe anxiety and depression. I’m not exactly sure though how I want to train them... I was thinking the only option was to go through a trainer but I just learned you can do it yourself. At first I thought I’ll just do it myself because it’s a lot cheaper, would give me 1 on 1 time with the dog, and would give me something i have to do since my depression causes me to not be able to do anything. Only issue... i have very little experience with dog training. I know you can take classes but I’m just worried I won’t be able to do it right. Anyone else been in this situation? Any advice?