I think a couple of things need to made clear to a client when they begin therapy.
First, clients need to be informed that, in some cases (not all), the confidential sharing of information May lead to the client forming an emotional attachment to the therapist. This is often a normal part of therapy and can help the client develop trust in the therapist and the courage to disclose difficult or uncomfortable issues. However, too much attachment, if not managed properly, can result in an unhealthy dependency on the therapist. For these reasons, it is the therapist's responsibility to manage any attachment issues that arise in the therapy relationship to ensure that it remains balanced.
Also, I think therapists should give the client a brief overview of the types of therapy that are available and how they work. They should then let the client know which type of therapy they practice, so the client can think about whether it is the type of therapy they want to engage in.
For example, if a client comes to therapy with a problem that they want to tackle without delving into the gritty details of past traumatic experiences, they would probably prefer a therapist who does cognitive behavioral or other skills-building therapy, rather than psychodynamic therapy.
If the therapist doesn't inform them about what types of therapy are available and what style of therapy they practice, the client is left to blindly forge ahead, hoping it will bring relief. If, down the road, the client realizes that the type of therapy they are engaging in isn't working, they often find it hard to leave because they have already formed an emotional connection with them.
If therapists would provide such clear information at the first couple of sessions, a client would be more likely to obtain the sort of therapy they need, rather than feeling stuck in a therapy that doesn't work for them and wasn't what they wanted.