Ha...Stopdog is right about just showing up. For the first year of my therapy, I felt the need/desire to quit almost constantly. We talked about it ALL.THE.TIME. I still feel it but now I can slow myself down enough to figure out where it's coming from and at least bargain with myself enough to make it to the next session.
Yes, therapy works, but it takes time, effort, and a lot of luck in terms of finding the right match. I've been in therapy off and on for about 15 years...oh my. Mostly off. Mostly with people who were nice but not "right." I randomly stumbled on my current therapist and she has shown me how much difference a "good match" can make! I guess I inherantly believe in therapy somewhere deep within, because I kept trying and trying despite not really understanding what would help or why the current situation wasn't working.
I can honestly say I am a much different person than I was a year ago. I have a totally different understanding of some things that occurred in my past. I recognize specific reasons why I don't have any close friends. Heck, even recognizing that I don't have any close friends is a new thing for me! I am starting to at least understand how past issues have held on and made their way into my current life, even if I can't fully address it or change things yet. I'm learning about my own needs and who I really am and what I deserve. The past couple of months in particular have been very eye opening. Until then, I was slogging along, usually angry at my therapist for one reason or another, not understanding the process, wanting to quit, having tons of symptoms and overwhelming emotions, and being certain I was getting worse instead of better.
So what changed?
For starters, I went on a mood stabilizer and I think that's helping quite a bit.

I also starting taking sleeping medication which (intermittently) helps because getting 1-2 hours of sleep a night CONSTANTLY pretty much makes any strong emotion even stronger and much more irrational.
And then, just basically hanging on, no matter what...showing up every week even though everything in me was screaming "RUN." Being as honest as I knew how to be (and I'm still getting better at this...) and I guess continually holding out hope, somewhere deep inside, that if I hang on tight to my therapist and this whole process, that maybe one day things will get better...?
They're getting there.