Therapy is weird because it can be fun at times. You can share things with him/her that you can't discuss with any one else. But, at other times, they get you to talk about the last thing that you would chose to talk about. Then, you feel strangely emotionally drained. I am a cry baby in therapy.
It will of course depend on your goals for therapy, Dx, other issues and you as a person too. So, the risks of therapy are the self-awareness that comes from it. You will probably find yourself dwelling on the sessions sometimes and discovering some good things about yourself and bad things. Since I have a tendency for sadness, I don't remember learning negative things about myself except for the surprising level of influence that my childhood has on my thinking. Arrrg. I tend to focus on the negative and so I usually know all the negative things about myself.
Of course, I am new myself because I did therapy about 10 years ago. Then, the T terminated the sessions (free sessions from my university's counseling center) and I have recently started again through my insurance. Since the Dx is different, I suspect the therapy will be somewhat different. I have only had two sessions so far. The assessment/Dx session and planning session. I haven't a clue what is next except that I can tell that childhood will probably come up again. A lot of my problems date back that far.
Therapists are cool because they don't tell you that you shouldn't think that way. I get that some when I try to share my odd negative thinking with non-counselors.