I wonder if I am doing therapy 'the right way' all the time also, my T says there is no right or wrong way. I try to believe her. I do find it enjoyable at times. I'd say I've had 3/4 really difficult sessions, about 8 really wonderful ones and the rest were neutral/ reasonably good.
What normally makes a great session is where I try to explain the unexplainable and realise that it is possible to do so. Also seeing T actually fully understand what I am saying and realising that nothing bad has happened as a result. Then I usually have a good laugh at myself and I leave in a great mood. Also it makes my day when T curses or shows an extra bit of personality. I find all of this enjoyable.
And I've noticed that with the really hard sessions, I leave confused and torn apart but once I start thinking about what I am finding difficult it usually leads to some great sessions.