Hello and welcome to the family!

I still get nervous or feel anxiety after over one year with my Therapist. I usually have to take medication or listen to calming music before sessions.
It will probably ease up for you a bit as time moves forward. Two months is not a long time and there's still much to learn about one another. It takes some serious adjusting to get used to this whole "therapy" business. I am not too sure it is even possible to every fully acclimate or reach a point where anxiety no longer exists!