Don't worry Squirrel (easier said than done, I know!) It is her job to listen and help people!
Instead of thinking that you already see a pdoc and are on meds as "crazy beyond what she can help you with" she's likely to see it as you being proactive and working toward getting a better handle on your life
She's going to want to know a bit of your family history (anyone else in the family have depression/anxiety, etc) as well as any prior history you have with this stuff. She'll probably be pleased to know you are seeking out additional support through a pdoc, meds, and now are adding talk therapy into the mix. She will want to know what brought you to therapy and what you hope to get from working together.
Elli-Beth is totally spot on when she says their whole job is to be your support. My T described it to me recently as "walking together on my journey" A good T is there to support you, no matter what you bring into the room. A good T is there to celebrate your successes, no matter how little they are (and my T celebrates everything with me, as I don't even know what is worth celebrating sometimes) and they are there to help you navigate the rougher, scarier times.
Today, she will likely do a lot of talking in the form of questions. You are going to be nervous. If it helps you to have a fidget, bring it. I like to wear my bangle bracelets when I'm going somewhere nervewracking as I can slip one off and play with it to keep my hands busy. Six months into therapy, I still tend to slip my bracelet off and play with it while I talk, it comforts me.
She has probably seen it all, heard it all, and helped people through it all. I don't think you can bring anything to her that she hasn't heard, and if it is something she hasn't heard, I doubt she'll be shocked and judgmental. The therapy space is the one place in the whole world where I don't feel judged. Maybe that's why I like it so much!
Hang in there, you can do it!