Suzzie, ask her why? A discussion about it might help. She could have given it to you to remind you of therapy (if you don't think about sessions between them) or to remind you of her helping you, if you get lonely, anxious, or "lost" feeling between sessions or to open nuts with Only your T would be able to tell you what her point in giving you a rock is.

I think if T gave me a rock I'd get some paints and paint it and then give it back. Make it "my" and T's rock. T gave me some modelling clay once and I made something from it and gave it back and then we discussed how I'd felt about the whole thing; "art" made/makes me anxious as I don't know what to make and get a sort of performance anxiety about it (had a great conversation with my husband, asking him what he'd make with it and got his surprising answer, "a donkey"; he'd made one out of clay in elementary school and won a prize with it!); there were two colors of clay so I finally made a "basket" with one color and balls to put in the basket with the other.

Write a poem about the rock? Paint it? Glue supports on it and make it shelter for a smaller rock you find or otherwise use it to illustrate how you feel about T; make a collage with it and scissors and paper (rock, scissor, paper game). Write the name of an abuser on it and then give it back to T to "dispose" of.