ofcourse you can directly visit anyone but you need to know for your problem if psychologist is required or psychiatrist.

Hello Friend, Good that you are seeking a help here. If your are having severe or continuous emotional disturbance like panic attacks etc then  consult a psychiatrist who can put you on medication treatment first, then followed by psychotherapy solution. However, if you are occasionally distrubed due to stress or depression or anxiety , then consult a psychologists who can assess your suitation in detail to identify the root cause and also suggest you non medicine treatment plan like self bahaviour therapy, lifestyle changes, excersise etc. Hope this helps you to decide on your consultations.