My T asked me in our first session and I lied. I knew it was something that was important for him to know (and for me to share with someone else) so the next session I said I'd lied about something. After a lot of hemming and hawing I said I lied when he asked me if I ever hurt myself (which was not exactly as he phrased it, but it was a bearable term). I wouldn't say more until later on our treatment, but it was easier to go back to: "remember when I said I hurt myself?"