I too, get pre-T anxiety on top of the norm anxiety lol.... I have found through my own personal reasoning...that you know you are going to have to go in there and talk about stuff thats going to be difficult and hard to talk about and maybe that is why you feel so intimidated because you have someone sitting there, looking at you, asking and trying to pull out questions and answers from you...
Not sure in your case, but maybe you should mention this to her it may make you feel less anxious to talk about it out in the open?? Hopefully it works out well for you next session