I think that there is always risk of learning bad coping methods and things to "try", but it is important to weigh the risk to the benefits. If you weren't in therapy, you might never have started cutting, but you wouldn't have the support that you have now. I think it would be good to bring this issue up with your T. Maybe not exactly what you posted here. I would bring up something like " I have an issue with wanting to try harmful things that other people do, and I need help to stop myself from trying what they are doing. Like to protect myself from potentially harmful things I have heard that others do." or something to that effect, but makes more sense :-) I make no sense A LOT of the time, sorry.

I wish you luck.