I wanted to be a better man, but I just can't

Hi, my name is Jacob and I am 17 years old. I am diagnosing myself as a person that suffers from : Depression, anxiety and OCD. As for 3 of September, which is the day that I started my new school in a new town I wanted to change something. Recently thing that I've been feeling is pain. I can stomach intrusitive thoughts even when they are killing me, they be gone in some time and the new ones will come. I have depression, which led me to things like cutting myself and while in great pain crying my eyes out on the floor without any reason to live for. That shit is so random that I can even have a good day and than POW, mother fricking pain. But, I am writing this post because as I said I wanted to do somethin with it : start living in new town cause I hate my small town where I live now and riding a train to school, go see psychiatrist that will actually help me and don't give me some random pills that doesn't work and say nothing (I wanted to try cognitive behavioral therapy), and the most important thing Socialise with people. I need to always have my mind ocuppied by something cause when I don't I am sure that pain will come. I really wanted to meet new people in school, give them time and make some friends. But no ... today I went to school and I couldn't even talk to anyone a few words I was so scared. But I really don't think that was my fault. Like I said in that time I was feeling like shit for some unknown reason, wanted to suicide and was dreaming of cutting myself when I get home. So In the way home that shit went away (thank god cause I don't know what I would do if I would be home earlier). I cried and it stopped, was depressed but on the train home I met people that I know from previous school and like and even with OCD at that time I could really find words and express myself and most importantly I ENJOYED IT. I am scared of things that are going to haunt me later in time and really think that on that situation I couldn't talk to anyone cause I had anxiety. I was sweating, scared shitless and worried which felt like really really painfull physicall pain. So, plase advise me what should I do, should I see therapist or smthing cause I just don't know ... (sry for bad english). Peace