You could visit either of the two. They'll assess you. Lets say you go to a psychiatrist, the assessment will be done depending on which the line of treatment will be decided. The advantage is that if you need to be started on medicines, psychiatrist will start on medicines and then send for therapy if required. Some psychiatrists also do some forms of therapy themselves. I have my clinic in BKC and Andheri in case you plan on visiting. 

Visit a counsellor first - A counselling psychologist. If you needs medicines then they may ask you to see the Psychiatrist.