I don't know what to do....

I am very sure that I have depression and it's been getting worse recently. I've had some thoughts of self harm (I'm scared of them and I'm not actually looking into it.) I've been trying to deal with it on my own because I have trouble opening up about these things (I once told a friend and they wrote it off, that I was probably just blowing it out of proportions.) I really want to talk to someone about it, but I'm scared. I'm scared to talk to my parents about it. I was thinking about waiting till my next doctors checkup (in a couple of weeks) and doing the little survey sheet they give me. Is this a good idea? Do you have any other ideas?