Scared to get help

I have a doctors appointment tomorrow afternoon as I've been quite depressed to say the least which has worsened and become a lot more consistent since the end of last year. I'm in two minds whether to cancel the appointment. I just don't know how to talk about it or what to say to the doc. I imagine it to be really awkward and embarrassing and to be honest I think I'll sound stupid and pathetic (I'm not one to talk about my feelings) Has anyone else experienced this- how was the appointment and what did you say?