My T does mindfulness too. I hate closing my eyes. At first even just focusing on slowing my breath actually made me way more self conscious and anxious. At first I hated it, but I do think it can be really helpful if you give it a chance. It's good to learn to observe things without judging and to be in the moment rather than living in the past and future. It took a while for me, but I'm better now. My T also always closed her eyes at the same time (and I don't think I'd have managed otherwise).