I was struggling with this same thing about a month ago. I started therapy because my anxiety was becoming so severe, and I knew from experience that would lead to depression...which would then lead to sui thoughts...been there, done that, didn't want to do it again.

With my awesome therapists help, I have managed to get the anxiety under control, and have not fallen in to another depression. With those two issues, I realized there were other things I wanted to work on too. But, these are things I've tried to work on with other therapists before with no success. I finally sent my current T a very long email, and just poured out my worries that it would be the same pattern and trying to work through these things wouldn't help. In the next session, we talked about the email I sent. We talked about what is different this time (namely that I'm not extremely anxious or depressed, and that I really feel ready to work on these other things). I asked her outright if she could really help me with these things, if it was at all possible to make the changes I wanted to make. I told her that I had almost no faith that it was possible to make these changes. My T told me that she honestly thought she could help me and that she had full confidence I could make the changes. She suggested I rely on her confidence and faith until I could find some of my own. I trust my T enough that I believe her, so, I've kept going to T. I AM starting to believe that I can make the changes I want...it hasn't happened yet, but I'm starting to feel the tiniest bit hopeful that it will.

So, I guess...I said all that to say, talk to your T about your worries. Ask him if he really, honestly thinks that therapy will help you. Ask him if he feels confident you can make the changes you want. If he does think it will be helpful and he does think you can make the changes, hold on to that until you can believe it yourself.