Is it necessary? Am I being dramatic?

I was with my now ex boyfriend for 3 years and he broke up with me a few days ago.. I know it’s best that we stay broken up but I’m really hurt. I feel so lost and empty (it sounds dramatic I know). I decided the best way to deal with these feelings is to go to therapy and heal in a healthy way. But I’m too embarrassed to even go. I feel like I’m being dramatic , what should I do?