I need help. My depression has become too much for me to handle, while I don't want to hurt myself…

I need help. My depression has become too much for me to handle, while I don't want to hurt myself or my baby, I'd be perfectly content going to sleep and never waking back up. I can't shake this feeling. I'm tired of wondering if things will ever get better, I need to be the change since it's not happening on its own. I don't even know where to start. I think I'd like to go back to a therapist, does state insurance cover it?