A general practitioner is probably the one that you will approach first, unless you are in a state of emergency. Then you should contact emergency services. Please read more about emergency services Here.
I highly recommend having a regular GP rather than seeing a random doctor in a walk-in clinic. To give you the best advice, a doctor should know you well, should understand your problems, and should know your circumstances. So, try to find a family doctor that you feel comfortable with and stick with him/her. Your doctor can give you general advice, start treatment, and steer you in the right direction.
I encourage you to see your GP regularly for check-ups rather than seeing him/her only when you feel ill. After all, an ounce of prevention is worth a pound of cure. You can read about the guidelines on illness prevention on the Royal College of General Practitioners website Here.