Therapy. My favorite topic. I love seeing a psychologist, I have since I was young (17ish) and more or less have seen one since then.
What is crucial is that you find a therapist that you really click with. This is difficult because it sometimes takes a few sessions before you know, then you have either found the one and keep going or have to cut your losses and move on. But when you find the right person it can be very helpful. I have had two wonderful, wonderful psychologists in my life. One, a female in the US and another, a male here in in Italy. They couldn't be more different people if they tried and their approaches to therapy were very different but I clicked with them in a way I didn't with others and the work we did together was very helpful.
So as to your question, it is very personal. It can change depending on the psychologist you find. What I find most important is the personal relationship. There are may schools of thought in psychology and many different ways of treating people. Some work for some people and others not. It just depends. For example, I saw one therapist who every session would do EMDR and I got absolutely nothing from it. There are others here, who may chime in, who say that EMDR was one of the most helpful and life-bettering things they have ever done.
The most important thing is that you go in and are as open and honest as possible. You share you feelings about everything, including how you feel about therapy and your therapist. If you are unable to do this, it might be a sign that it is not the right person.
But give it a good, solid go before moving on, sometimes building a relationship takes time.
Good luck!