Hi newbie, Welcome to PC!! Sometimes depression can be real tough to breakthrough, but well done on reaching for help with it!!
Then as you said it was just recently, so while it's really is good you sought help, there is the possibility it may take a while longer to work through it.
But perhaps you could talk to your T about how you're feeling the sessions are going, and about how you feel they could be improved on too.
That's not to say that you might not be right in thinking that you may have chosen the wrong therapist either, it's just that sometimes it can take a while to identify how it's going to go as you start building a relationship with them.
Still there is a forum on Psychotherapy on here as well, that you may find useful in discussing or checking out peoples experiences with T's and what you may be able to/should expect too.
Hope you find the site helpful, there are a lot of great people on here who will be able to give you advise and support.
Alison