Work stress and anxiety?

I'm working as an Engineering internship in another city and is my first job. Lately i've been experiencing anxiety, stress and depressionness every morning (with or without work). Should I ask my boss to switch my position to something where I feel more comfortable working? Theres no one at work that can currently replace me right now because only me and another co-worker are trained. I don't want them to feel that I am incompetent of the task, because the truth is, the job I am given is not difficult at all. I work as an inspector for a worksite and all I do is walk around with a clipboard and they give me good work hours and pay. But if I feel unhappy with the hours of this job, should I inform my boss and see if he can arrange that I work in a position I feel more comfortable with?