I'm not an old pro at therapy, but three sessions seems a little early to decide therapy isn't working for you. There is a rhythm to therapy, which can seem frustrating in the beginning. If you can't think of things to say about yourself right now, tell your therapist that you feel a little intimidated by him. That's the type of thing therapists need to know. What is it about him that intimidates you? How loudly he speaks? His general demeanor? You should know what it is about him that intimidates you so that the two of you can have a conversation about it. Does he remind you of someone in your life? It's a little early, but it's possible that you're already experiencing transference with this therapist (transferring feelings of intimidation about a person in your life onto this therapist).

It's always your decision to change therapists, but you mentioned that you've talked to other therapists before and it didn't seem to help. How long did you stay with each of the other therapists? Is it possible that you're expecting too much too soon? I wish more therapists explained what real therapy was about; getting to know one another, developing trust, building a relationship. Your post sounded a little like you expected to sit down and tell a therapist that you've experienced trauma, you'll tell the therapist what the trauma was, and you'd feel better. You can certainly do that, but you probably won't get anything out of therapy.

There are many people on this forum who can help you understand how therapy usually goes, but I think that's a question for your therapist. He's the one you're going to be telling your story to, with the hope that he can help you heal. I wish you luck as you work to figure out what you want to do.