It is a scary step to take and I'm happy to hear your fiance is being so supportive. I've seen my therapist maybe 4 times now. I still get nervous when I go to see her but she is really good at helping me get my idea across.

One problem I have is I down play everything like I was telling her I was having a difficult time with my bf when I was saying how my weekend was going. She somehow picked up that there was more to it than that and drew it out of me that we almost broke up (we've been together for 6 years).

I think for a lot of the people they see communication is a problem. Whether it's being embarrassed about saying something or really not knowing how to say it, I believe they are pretty experienced in handling it.
Just be honest and open to giving it a chance. As in, don't say "well I can't explain this so I won't". If he/she needs more information, they will ask questions, just answer them as best you can