I think I have been coming out for 4 years in therapy. You are doing great, tell what you are comfortable with. As far as the sadness goes, yes T's can feel sad, but they are able to handle those emotions. Your T if he isn't totally brand new, will have heard a lot of sad things, he can handle it. It sounds like your T is wonderful and safe and can help you. Give it time, you are just beginning.
As far as comments that you can get when telling others your story, some people are just uninformed idiots who don't know what they are talking about. So don't let those kind of people ruin your life. Trusting friends is like give and take. Everyone has issues, and eventually a friend will confide in you a little detail, and you can try the same. Go slow.