Re: What do I do first?
There's no guarantee any doctor will diagnosis a thyroid problem, but any of them can at least order the tests. Whether they interpret them correctly is another thing altogether.
You need TSH, free T4, free T3, and thyroid (TPO and Tg) antibodies tests run. These, plus a very knowledgable doctor [not all are, to be sure], will tell you what you need to know about the way your thyroid is working or isn't.
A good beginner book for thyroid is Thyroid For Dummies by Dr. Alan Rubin.