It can definitely be overwhelming. Sometimes the therapist was just the first one chosen after I got a referral from my doctor, another time I found the website of a local therapy private practice and found the therapists profiles on there and chose one, another time I made a list of potential therapists from psychology today (https://www.psychologytoday.com/us/therapists) and emailed all of them, and some times I got put in some mental health program and just had one assigned to me.
The only advice I can give is just start seeing a therapist, don’t get discouraged if it doesn’t go great, just think about what they do that you like and what you dislike and try another one, maybe even starting off with a new therapist by discussing this.
Over the years I’ve learned about a bunch of different types of therapy (CBT, ACT, DBT, psychosomatic, etc) and I know exactly what works best for me. It was a long and painful journey to get there though, best of luck.
Canada’s MAID program is a step in the right direction, where next year even people with non-terminal mental illnesses will be eligible for assisted suicide.