Implications of bumping into each other at the grocery store aside.... Perhaps you could attend a couple more sessions and see how it goes? Maybe he'll turn out to be so strange you won't care if he thinks you're a weirdo or not? Or, he could be a good kind of strange

I think even if I didn't have any major issues, I'd still find it helpful to talk things out and get an educated opinion, knowing what I said wouldn't go any further - like it inevitably does where most friends seem to be concerned! And, if there's one place you know you can be a weirdo and not be judged for it, it's therapy! I'd miss having that safe space.