First therapy session, HA!. Mine was many many moons ago. It is only recently that I found someone I can truly confide in, enough to discuss my gender. The fact that you have already talked to someone about what is really at the heart of who your are is amazing. Please be patient with yourself and your therapist. The therapist's job is to make sure that what you want to be is right for you. What may be evident to you will take some time for them to see the same. After all, even in the best of circumstances it has taken you years to find who you are, waiting a few appointments, may seem intolerable at the moment, it is truly for the best. To have the support of all those around you, both professionally and personally will be invaluable moving forward. Above all, Rome wasn't built in a day, neither should 'you'. Have patience in regards to your therapist, ultimately, if they are not helping you, you should feel confident in changing, if they are just being slow, also feel confident in being honest about that. If they are worthy, they will be honest with you and tell you what exactly they are looking for in order to move forward in what you are wanting. I wish you the best.
From many years experience with 'professionals',
ChristyB.