I don't know why you are in therapy and what kind of therapy you are doing, but generally speaking the point of therapy would be to find solutions to your problem and/or to achieve your goal. In order to do that it would be advantageous if you had a good relationship to your therapist and coudl open up to him/her. Comfort isn't really the main point in my view. You can get comfort for free from family, friends, animals, an activity..But when it comes to getting an objective view of your problems and working toward resolutions, you need a trained professional. I think you have to try to be active in therapy and really fight to get as much as possible out of the session.