Thank you all for your replies.
I think the disadvantages about going to therapy are:
1) With the family situation I will go to my therapy appt in the evening and then have to come home and do 'family time' which I think will be hard if I am feeling overwhelmed.
2) I don't want a specific family member knowing I am going to therapy because it would feel too revealing. Ideally I'd rather hide it - so to go would mean either having the confidence to control the anxiety of her knowing or figuring out a lie to get out the house easily.
3) I have a feeling there is a lot of emotions related to my therapist being on a break just underneath the surface and I have a bad premonition that it might push me over the edge and it will be hard to cover up bigger triggered emotions and I don't want my family knowing I am upset/having difficulties. I don't like anyone near me at those times.
Whereas the disadvantages of cancelling are:
1) I would need to call the centre and cancel and although I am capable of doing this I hate highlighting my name to the reception staff because I like being unseen and slipping in and out for my appt. I understand this seems silly to worry about but I do.
2) It may be a good idea for me to get out of the house that day and give myself some space to have my own emotions without having to worry about everyone elses...and may be I can keep a handle on it all.
I think I am getting caught up in my anxiety and it is blowing all this out of proportion. I couldn't even sleep well last night despite trying to use controlled breathing exercises! I need to make a decision and just cope with all the consequences that come with it. I suppose I could write to my therapist and tell her all of this so that I don't have to tell her verbally in the session which I know will be harder for me to do, but then again I don't want to reach out too much until I feel it is safe to do so again.
I need to set a time to make a decision by otherwise I will go round and around all this in my head till the next session and the decision will be made for me!

I am sorry for long post again, there is so much in my head.