I honestly think that before you get to that first appointment they should have some kind of booklet or manual to give to you. Ask you to read through it so that you are fully aware of what you are getting yourself into.
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I sure did NOT expect to have sexual fantasies about my female therapist, I did NOT expect to have so much anxiety between sessions, I did NOT expect to think about her all the time, I did NOT think I would still be in therapy a year later, I did NOT think that I would fall in love with therapy yet hate it at the same time!