I'd be surprised if she "grilled" you so to speak. I was just reflecting on my first session with the T who is now my T

He went over the DBT book with me and talked about what DBT looked like. I was there for suicidal ideation and so I was open about that but he was really even-keeled and helpful.
I didn't talk about self-harm until much later when I felt more comfortable with him. It's a "target behavior" and DBT is useful for that.