How can I tell if I have bad mood, dysthymia or depression?

Severity + Duration. Bad enough for long enough is how these diagnoses have been defined. When faced with a decision whether to seek medical attention, general tendency is for people to wait much beyond bad enough symptoms for far too long. Bad enough is defined as 2 symptoms for dysthymia, long enough is defined as 2 weeks for major depression.
No Self-Diagnosis. If you feel that your sx are bothering you, interfering with your every day life, get evaluated. A qualified professional, e.g. Psychiatrist, psychologist, are trained to help you with diagnosis. Psychiatrist will also prescribe meds if needed, and psychologist will help you look at behaviors, thoughts, your coping skills that lead to the mood disturbances.
Psychotherapy. Psychotherapy is an interpersonal experience between yourself and your therapist; it is a partnership. The therapist listens to whatever it is that is on your mind (in this case, depression), and with empathic, thoughtful questioning over time assists you in being able to experience yourself and the external environment differently than prior to coming to therapy.