How do I tell my doctor, or anyone?

I haven't been formally diagnosed by a professional, but I am pretty sure I have depression.

What do I say to the doctor? I don't have a family doctor anymore since mine retired years ago, so I just go to the walk in clinic. what do I say to the doctor though? what if he thinks I am lying, and just tells me to go away? who else can I talk to about this? I can't tell my family because they will just dismiss me or tell me to shape up or worse. I can't talk to my friends, because I don't really have any close friends and I don't want to impose on the sort-of friends I do have...

where do I go, what do I say? I need help but I'm scared...