Can't do visualisation/grounding exercises

So, with only three therapy sessions left, my therapist has decided that we need to focus on my anxiety and has been trying to get me to do some visualisation/grounding exercises to try to help me calm myself.
BUT, I can't do them
The one I am supposed to be trying this week is to imagine a healing light from the universe entering through my head and spreading through my body etc. etc. etc. but I just can't. I can't imagine a light entering through my head, and I just end up feeling really self-conscious (even when I am alone) and ridiculous and then I get even more anxious because I can't do it.
They work to some extent in my therapy sessions, but I think that is mainly just the calming effect of my therapist's voice talking me through the process. She has sent me links to other guided exercises but they just don't work (I think because I feel safe with her and trust her, but random voices in a youtube video just don't have the same effect).

Am I just weird, with no imagination? I feel really stupid having to go back and tell her that I have failed again because the stupid exercises make me feel even more anxious/stressed