I thought I was a rip the bandaid off kind of person, and to some extent, that is how I've done therapy. The basic stuff: I was abused and by whom, how incredibly depressed I was, etc., I just got it out there and we worked on it right away. As a result, the depression lifted relatively quickly. However, my T was pretty careful to quickly give me tools to use to calm myself and cope when he realized how much faster I wanted to go than he was initially expecting. Just tell your T that you want the bandaid ripped off approach and see where that discussion goes.