I See Things That Aren't there?!

Well, I think I do. It's been going on for some time now and just won't go away. Sometimes it scares the crap out of me and others I just have to do a double look because I could have sworn I saw something. I'm really confused whether it's my imagination or me seeing things that aren't there. I know there not there, but still. Like the full story is that I was very depressed for about three a a half months, until I started feeling happy again and it was on and off. Then I had horrible suicidal thoughts and one night I honestly wanted to stab the pain out of my chest. Then about a week after the suicidal thoughts I began seeing things, like little bugs crawling on the floor but when I panic and look down there not there, or twinkling stars that are unnaturally bright in an empty night sky, a black cat with no facial features, a cartoon looking person in an empty car, shiny confetti in the shape of stars above me, someones hand reaches over to give me a glue stick but no one is behind me, seeing someones face appear next to me but again not one is there. Those are the ones that I remember the most. I have also thought I've seen things moving like I once thought the blinds on my window where falling over in slow motion but when I look they weren't falling. I have also had times where I have felt things that aren't there, like I thought a mouse was pressing on my body, or someone brushing a feather on me, or someone tapping my shoulder. I don't hear things, but the only time I have was if I thought someone said my name, which has happened only three times.
I don't know what's going on, but the things I see want stop. I can never except when it will happen and it always makes me look or jump.

IS this normal?
Should I go to the doctor?

By the way I experience A LOT of anxiety, and have anxiety attacks before occasions that I can't control. But I'm more concerned about the seeing things at the moment. What should I do?