Not dumb questions.

In a way, a good T IS always analyzing the moment you have your first session, but that isn't nearly as creepy as it sounds. It's more...observation, I guess. So if you come in wearing sweat pants of questionable cleanliness and slouch sadly in your chair, an observant T (or, really, anyone in the position to diagnose) will notice that and it might prompt them to ask certain questions or have you fill out a questionnaire that might lead to a diagnosis of depression.

If you come in with purple hair and begin chatting 100 miles per hour, that might lead the T to go through a protocol for diagnosing mania ("Hey, client, glad to see you're in a good mood! How would you feel about me asking a few questions today? That'd be fine? Good. How has your sleep been lately? Ever had the impression you had special powers?")

Diagnoses should be transparent--it is always your right to know if and with what you've been diagnosed and how the health care professional came to that conclusion.

Hope that helps.

ETA: Most people don't fit neatly into a particular diagnosis. T's usually have to give one anyway for insurance purposes; it may or may not "mean" anything in your life. Some examples might be:

Client A is a 19 yr old male who comes to therapy at the request of his parents, with whom he lives. He presents as dejected and generally unhappy following an injury at work which, while not life-threatening, has made it difficult for him to resume his normal activities. He does not report difficulty sleeping, loss of appetite, or suicidal thoughts and is therefore not diagnosed with depression, but instead with an adjustment disorder. This tells him nothing he didn't already know: yeah, it's tough adjusting to post-high school life, especially with the injury and job troubles.

Client B is a 33 yr old female presenting after a failed suicide attempt. She appears in crisis and attributes this to difficulty with her significant other who is her most recent partner in a series of intense and unstable relationships. Further questioning reveals a history of trauma, self-injury, transient paranoid thoughts and a chronic feeling of emptiness. These are all hallmarks of borderline personality disorder, and the client is thus diagnosed with this. It means a lot to her; it gives a name to her experiences and she is happy to finally have a diagnosis that seems to fit.

Client C is a 25 yr old female referred by her PCP for suicidal thoughts revealed during routine screening at her annual wellness exam. Despite what the PCP has written, the client appears upbeat at the therapy appointment and babbles happily about various projects she's undertaken. Though there is no history of grandiose delusions or extreme energy that would characterize a manic episode, the clinician wonders at this sudden change of mood and will keep an eye out for anything that may indicate a bipolarII diagnosis in subsequent visits. The client could not possibly care less about diagnoses, attributes the suicidal thoughts to "being PMS-y" and agrees to follow-up visits simply because "it would be nice to have someone to talk to."