I think all your doubts are very understandable and not uncommon. You are doing good to be in therapy and be sticking with it. As the others said, there is no one right way to do therapy. Your way can be right for you. You don't have to talk about everything right away. You could even just say, "sometime I want to talk to you about some things, not now, but sometime in the future. I'm worried though that you might not believe me." Then you could talk about that worry and doubt and I bet it would be a really good conversation.