I'm in my mid twenties and I live in the EU (Austria).

A lot of my experiences seem to be pointing towards me having depression. Although I am not sure if it's that or maybe something else.

* I feel anxious and nervous all the time. It feels like there is always something unknown on the horizon. Even during the holidays when I have literally nothing to do. I always feel like I should be doing something but I'm just sitting there doing nothing and it makes me feel awful. I'm sure you guys can relate.
* I haven't made new friends in over 10 years, because I fear that I might be fundamentally different from everyone else, and that I cannot form a real connection with anybody. 
* Often this feeling of despair overcomes me. Like a grey wave of nihilism. I then don't see a reason to ever leave my room or really do or try anything because it seems pointless.
* I'm falling behind in my studies, even though i love what I'm doing. There is this barrier that won't let me do any work. 
* General feelings of inadequacy, apathy towards myself, feeling useless and like a failure.  

Anyways I can't go on like this (especially because I cannot focus on my studies, which are very important to me) and I want to get diagnosed and get some help (meds). However I'm unsure how to go about doing that.

Do I just call my doctor and make an appointment specifically asking to get diagnosed about depression? 

Do I just make an appointment to discuss my mental health? If so what exactly do I say.? 

Do I call a therapist?