As other people have said, I think it is unlikely that your therapist will be surprised as such. However, heteronormative thinking (something which even LGB people get stuck in) could have led her to assume that you are straight in the absence of you stating otherwise. You don't need to come out to her by referencing your girlfriend, not least because your sexuality exists outside of your active relationships. How about, "I want to talk about my sexuality. I am a lesbian and I am noticing that ..." Your sexuality is important and it is an integral part of your existence - it isn't something which you only need to address if it is problematic or an area of conflict. Being a lesbian is not always an easy existence and self-exploration is always worth it.