I only started my current job 5 months ago, and at that point I had only recently been diagnosed with depression / anxiety and so I didn't (and still don't) want to tell my boss or colleagues. On the advice of my GP, I did tell my boss that I suffer from bad headaches (which is true, I just didn't elaborate that they were likely exacerbated by the MH issues).
But, I am starting CBT and will be having weekly sessions, which means that one day a week I will have to get into work late. I will have to tell my boss something as I am supposed to work my full hours each day and I really don't think I will be able to work a full day after CBT - I had my assessment appointment this week and I was totally exhausted afterwards, and it triggered a migraine

I feel like the best thing would be to tell my boss as I really don't want to have to think up excuses or lie about what I am doing, as my boss is very nice (as are my colleagues) but I am terrified at the thought of having to tell anyone, and have no idea how to even start