I finally went to a psychiatrist. But I don't think it helped much. Should I go to a different one?

Maybe, but try again. Working closely with a psychiatrist or psychologist, where you often need to disclose the most personal information, often takes time to develop a good relationship. It is rare to feel significant benefit after only one visit. Give it a few more visits; be very open and honest and see where it leads you.
1 visit vs treatment. Without knowing what troubles you and what you shared with the psychiatrist, it's hard to know what transpired. Definitive treatment cannot be completed in the first visit, and this is only the start of a relationship aimed at understanding you. From there, treatment plans can be developed and worked on together. If you didn't feel comfortable at all though, you could get another opinion.