Call a crisis hot line. You'll be completely anonymous, they won't ask for any personal information and once you start talking, you'll relax and talk. It's a great start to understanding your depression and may help you discuss it with others.
I have major depression. I am too scared to talk to a councilor, doctor, crises hot line, or my parents or anybody. What do I do?
Get over your fear...i did and glad of it
It's just a disease. It's like saying "I have pneumonia, but I don't want to talk to anyone about it." A doctor needs to diagnose depression. Depression can originate with brain chemistry, but it can also be a symptom of physical problems, as well. If you are a young person, medication can actually cure depression. Brain chemistry can be permanently altered because the brain is still forming.
I get you are afraid. Most people are. You just have to decide what you are more afraid of, talking to someone or living with it. If you don't get help, it will most likely get worse, so why not be more afraid of that, and get some help now,