I think I need help but I'm too scared to reach out

Ever since I was a kid but even more after my sister left when I was about 12 or 13 I've felt this horrible sadness that just doesn't seem to leave. I don't want to call it a depression because I don't think I really know what depression is especially because I'm not sad 24/7 but lately I feel like I'm going to get like the last time I got so overwhelmed that I stopped talking to everyone around me and got to the point where I literally punched a brick wall and chipped my pinky nuckle. One of my friends said it might be because my parents never let me out but I don't thinks so because when I do go out I end up getting some sort of panic attack... Once again I've never seen a dr about it but have tried talking to my parents about it and every time I try I get the same reaction... "Here you go again with your immature felling shit"