It has to be up to you really. I don't know where you're from or what is likely to happen. In the US- it seems more common that they will take you to the pysche ward.
I mean- if you think you're likely to do something you might regret- that you might hurt others or- you don't feel like you are in control- it does sound like you need to speak to someone. Whether that be police or a hospital or a helpline- I don't know.
