When I went to a psychiatrist, I called her Dr. ___ because that's how she introduced herself to me. She was much older than me and was very formal (seemed very much like an authority figure), so it seemed natural to call her Dr. ___.

I called my Cognitive Behaviour Therapist by his first name, though. When he called to set up the first appointment with me, he introduced himself with just his first name and he did the same thing when I met him for the first time. So, he set the precedent. He always wore jeans, he was my age and very casual and friendly, so it felt totally comfortable calling him by his first name.