hmm it's strange you mention this, i just started with a T (2 sessions) and they said the same thing, "just change it" which left me very confused and i asked how and her response was a simple, "it's not going to be easy but just do it"
maybe i expected more from therapy like a magic cure for my anxiety and depression, some hidden trick to getting better.
it seems (as far as i can see) that it is about changing one small thing at a time, exercise sure helps and healthy eating, and as far as controlling things (my experience with this is trying to change people that act badly) is actually a symptom of anxiety
we are trying to solve internal problems with exterior actions and this creates even more anxiety. (according to T) and this lowers our self esteem.
Letting it go seems such a strange thing to hear, but i guess after thinking about it, it makes sense (kinda)
hope you find some answers