How do you know if you are becoming anxious or depressed or if it's something else.

See your doc first: If no physical illness is causing it, including sleep apnea which 20% of people with depression suffer from, and it is not due to alcohol or drugs( and remember that 65% of people who smoke suffer from depression), then you can be treated by your family doc if he or she is comfortable treating psych illness. Otherwise you will be referred to a psychiatrist for meds, therapist for talk therapy.

Anxious/depressed: Anxiety is a feeling of ongoing tension and dread, sometimes with acute exacerbations with pounding heart, shortness of breath, intense panic, nausea, dizziness, etc. Depression causes sad mood with loss of interest in usual activities, along with changes in appetite, sleep, and energy. Both lead to internal distress and impact social functioning. See your doctor for evaluation and discernment.