Therapy treatment is a relationship with the therapist whereas talking about your issues is just that, concentrating on the issues and how others cope with ones like them, instead of dealing with how you feel you did a bad job in a therapy session.

By the way, you didn't do a bad job; it was the first session and you've never done that before so you can't be as "perfect" as you'd like at it yet It's okay not to be able to answer someone else's questions, especially very personal ones.