Know exactly how you feel. I'd originally planned on getting a Mirena (well, doc kind of coerced me). He then announced, because I have not given birth, I would have to see a specialist for insertion. Despite hearing lots of positive reviews, the day before I was due to have it fitted, I got really, really panicky and cancelled. I was convincedI would faint or bleed for months.
I went on to change docs and have Utrogestan vaginally with Evorel patches. Now that I have been having hormones of one kind or another for several months, I sort of regret not trying the Mirena. Looking back, I think my reticence was mainly due to the low estrogen and how this made me so anxious about anything and everything. I feel a lot more balanced now in my thinking (most the time anyway!) even if the HRT hasn't totally helped the physical symptoms.
Really hope that you get some relief soon - though be patient. It often take months rather than weeks. Xxxx