I have never really thought about it until I read your question. Usually when I walk in my T starts off by asking how my week was and things like that. Then my T asks if there is anything I would like to talk about (sometimes there are a few things but I'm too afraid to talk about them in session) so I say no. Then my T would tell me what she has planned/what we should work on and if she has a few items then she lets me pick what to do first. If I send my T an email before a session about what ive been holding back, we usually talk about that.

Basically, I'm horrible at talking about my feelings in session and I'm glad my T is supportive and patient with me.