I haven't had PP Depression, but am experienced with non-pregnancy related Depression. Honestly I waited way to long to talk with anyone about it because I felt awkward, too. I wouldn't wait until your 6 week appointment (unless it is this week). Just call the doctor's office and say, "I think I'm depressed". They'll take it from there.
Of course, I understand that calling the office may seem overwhelming right now. If you do wait until your next appt, just tell your doctor, "I think I'm depressed." You don't have to prep any other kind of explanation. The doc will you ask you questions to help figure assess your situation (questions about your sleep patterns, your emotions, your enthusiasm for life, etc.)
I was so, so, so relieved after I finally talked to my doctor. It was such a weight of my shoulders to have confided in someone who was going to help me.