What are you thinking of before therapy that has you crying so? I'm reminded of when I was going to have my first tooth pulled at the dentist, I was ten and didn't understand and was afraid and thought it would hurt.

I suspect you're anticipating and I would try to change my thinking so it is a good anticipation (of getting better in a specific way or the thought your T might say something helpful or comforting; or think of something you'll be doing later in the day (good meal, getting to bed if you're tired, favorite show on television, etc.)).