There's a natural inclination to care deeply for your therapist, whether male or female etc. Here is a person who listens, cares about you, doesn't judge your thoughts -- or you-- and is there to help you through any issue you need him/her for; what's not to like? The T is a safe person ... someone you want to be "with" more than you are already ...
It's a good thing to discuss openly all those feelings with the T. Any T that can't discuss them, or won't, isn't in a good personal place, imnshpo.
What you will probably arrive at is this: your T does care about you very much, and you reciprocate those feelings. But the kicker is this: a relationship with a T is unlike any other relationship on the earth. We have no "category" in which to place this relationship. We don't have a good word for it either, for the T is not a friend, not a lover, not a mate, not a parent, not a sibling, not a son nor daughter, not an authority figure.... After the discussion, you and your T should both feel good about it. You might come up with a word to define the relationship, or your T might have one he/she uses.
It is unlike any relationship, but as long as it remains safe, caring, and supportive, it's all good.
Your T will not be able to allow you to act out on any romantic feelings, and you might feel rejected if you try and don't discuss it. Likewise, your T must not allow personal feelings to intrude upon the therapy process. It's up to your T to keep safe parameters for the patient, regardless of your desires.
After the discussion you won't immediately calm your emotions about the T, I'm guessing. But if you keep the discussion in mind and do good self talk, the hurt of not being able to be in a close loving relationship with physical intimacy etc, will abate.
If you didn't trust your T so much, you might not be able to progress farther in therapy. This is a good point in your process, imo.