Congrats! A word of advice from someone who also went from sporadic income to regular paychecks some time ago - treat yourself to something with your first paycheck, and then start saving as much as you can.
FWIW, you may find that there are online therapists who charge less than what you'd be paying in terms of an insurance copay. If you don't mind meeting virtually, it's something to consider if you're looking to get the ball rolling. Both of the therapists I saw charged $40-50 per session, and my copay for mental health visits would have been $40.