It depends on how thin your hair has become. There comes a time when you've lost so much hair that nothing disguises it -- and you are going to be showing a lot of scalp whether or not you buzz your hair. If the thinning is only moderate then buzzing it tends to de-emphasize the balding areas.
But the truth is, all of this is really irrelevant. Your hair is thinning and will continue to thin. You're going to end up buzzing it sooner or later. Postponing the inevitable just gives you more time to worry and obsess over it. If you get it over with now, then you've dealt with it, you feel much better and you move on. Yes, it can be a little scary, but it won't be any less scary in the future. The biggest regret most people have is not buzzing or shaving their hair sooner. So learn from the mistakes of others, don't repeat them.