Mike it sounds like she was very interested in what was happening with you.
She noticed your nervousness and brought it up so you could talk about that.
She used humor to lighten things up, maybe to relieve your nervousness, and to remind you that anything and everything is something to talk about in therapy.
She was interested in where this began, or if you didn't know then she was willing to explore what had been going on that might have been the beginning of the stress and self-loathing so you could both look at that and discover more about it.

So, were you able to get to this in your session then?

Those are tough sessions, when something is going on that we can't find words for.