Anything you think, feel, want, dream or are concerned about is relevant to your therapy work. The events don't need to be factual, don't need to be proven to be relevant to your therapy. If it's on your mind, it's relevant and it's important. It's up to you to talk about it or not, but if you don't talk about it, you'd be wasting your time in therapy IMO. Therapy is not a police investigation that is designed to establish facts. Its purpose is to sort out your thoughts and feelings about anything, whether it is "real" or not, to construct meaning out of this exploration and to help you get a clearer sense of self, your situation and your life goals.