welcome aboard Bronze.

It does seem a little weird, but what matters most is YOUR comfort level. Is she helping you? (other than stroking your ego). Is there actual therapeutic work going on?

I can understand why you are reluctant to say anything, I wouldn't be able to either. Embarrassing crap to discuss and all that. It really is your best option though. Maybe a simple email with: "dear t, a few things are making me a bit uncomfortable." and list the time, the chats...etc.