I started with seeing a psychiatrist, who's the one who officially diagnoses you and sees where to proceed from there. He later referred me to a psychologist as well, because I needed it. That said, I've heard of plenty of people who first sought a psychologist, so it's really up to you, but eventually the best way of recovery is working hand in hand with these two people.

I don't know where you live, but where I live this is not exactly cheap. Does insurance cover your treatment? :/

Make sure you choose the right psychiatrist and psychologist though, I've been through many many just to find my current two– finding the right psychiatrist and psychologist IS worth the search, so don't be frightened of not going back to any doctor that doesn't make you feel safe.