Mental health problems affecting performance in coursework. Who (advisor, professors) should I talk to, and how? I'm a U.S. student studying abroad in Canada and also an undergraduate student. I believe my question could apply to graduate students in the same situation, i.e. someone who has not had prior mental health issues and who is unaware how to move forward.

Recently, starting a little before this Fall semester, I've been struggling with most tell-tale signs of depression (no motivation, constantly sleeping, gaining weight, etc). I live with my girlfriend off-campus, and she also struggles with mental health issues. I have been struggling to find motivation to work as hard as I was in the beginning of the semester. I was originally taking a 5 course load, but had to drop one course due to not meeting the prerequisite (I was wrongly advised, but take responsibility for not confirming and sitting down with someone before registering in the course).

Of my remaining 4 courses, only one have I truly excelled in all semester (due to the fact that I have worked with with the content of the course before extensively, and it came naturally to me).

I started out well in my other 3 courses (and have also completed all labs and assignments) but have gone downhill, to the point where I am worried I could possibly fail the courses if I don't do well enough on the exams (very bad second midterm results).

I haven't spoke to anyone professionally, nor any advisor at the University about this issue. I feel like if I do not email or meet with my professors soon and explain, they won't take me seriously after the fact my grade has been posted. I wrote one exam the other day and will write the others soon.

What is the best course of action for me to take? Should I email my professors, or meet with them? Should I try to talk to an advisor first? I have read this question but I feel like I'm on a much more limited time table, and of course this is entirely my fault for not taking action sooner.  Does anyone have any suggestions on what the correct steps to take are?
Get professional treatment.

That's step one. The rest is details to worry about later.

I actually don't know the answer to the rest of your questions although I am positive seeing a professional sooner than later is going to make everything go better.