The way I think about it, all you really need to do is:
1) Call someone, anyone, to make an appointment
2) Meet with them, ask lots of questions. There will usually be an intake process that takes a lot of time but will give you some answers as to what kind of issues you want to work on.
3) Start talking to someone regularly. If you don't feel like it's worth it after a while, consider finding a different therapist. For me, just having someone, anyone, to talk to things about felt great right away, even if it didn't "fix" anything.
Since you're in a big city with lots of options, try to find somewhere that is convenient for you to get to every week (near work or home) and just make the call. I would recommend just starting with a therapist at first, and if you think you want to pursue medication, you can ask them for a recommendation for someone to prescribe you medication.