I don't know what to do.

I have T later today and I'm having a crazy feeling of anxiety like I need to cancel. I've never canceled at the last minute. I know I'll go in and be a big mess and not be able to talk coherently or keep my emotions in check. Then I will leave feeling even worse and the waiting for another week to see her will be excruciating. It's like I need to guard myself by not even going in today. I know all this will happen and I hate leaving and feeling worse and then having to wait another week only to have it happen all over again. My life is such a fricken mess right now and there's too much to process and try to talk about. I don't know what to do.

If you need to cancel, cancel. If you aren't a habitual last minute canceller I see no problems with that.

Other than possibly having to pay for it even if you are not there - I don't see a problem with canceling. I would let them know if I was not coming.

Could you and your therapist focus on coping skills and anti-anxiety techniques in session so you can leave feeling a bit more grounded and prepared for the stress between sessions?