Prepare in ways that you think will be helpful. But keep telling yourself no matter what happens you can't do therapy wrong. When I look back on my initial anxiety, most of it came from me trying to meet some crazy self imposed expectation. I didn't realize that no matter what happened I'd be OK, my T wouldn't kick me out or get mad. My biggest recommendation that I still have to occasionally give myself when I start stressing about going to a session is..."breathe you'll be and do fine." Sounds stupid but..at least for me breathing and say to myself,you'll be fine...helps.