This isn't quite the same as what your therapist is describing as goals, but it's related. I've just closed my first memory in EMDR, but I don't really have memories of the incident. My therapist and I speculate it was either due to a concussion or a highly dissociative episode. So even now after closing the memory, I don't remember much more than I did before processing.

I like that your therapist is recommending that you start with smaller memories first. That's what I did as well. But definitely make sure you have the resources to deal with whatever may emerge. Wishing the best to you in your journey.