Have you successfully completed treatment for CBT BEFORE exposure therapy began? You must first learn how to calm yourself down from a panic/anxiety attack before you can do exposure therapy, and even then the anxiety can feel unbearable. I'm currently conducting my own exposures to treat agoraphobia. Good luck! And as Little Cat said, ask questions! Such as:

Who does this therapy work for?
Do you think I am ready to start this therapy?
Who responds best to this type of therapy?
Have you conducted this type of therapy before?
Do you know of any success stories with this type of therapy?

Also, if you have access to Netflix and can bear the anxiety, you should watch an episode of "Obsessed." Obsessed is a TV show centered around individuals participating in CBT and exposure therapy, and following them along as they make progress.