I'm glad that you are getting the help you need. I think it is common to feel nervous in therapy not only in the beginning but at other points along the way as well. BTW $10 is a bargain for therapy. Most therapy I have had is at least partially covered by insurance but without coverage , it can run $75-$300 a session.

The first session or two as SD mentions covers why you are there, what to expect, therapy ground rules etc.