Hi Shandril-
Going to therapy for the first time can be scary, but remember that the therapist is there to help you and anything you say she's probably heard before. She is a medical professional and she is required to keep the conversation between you and her private.
With that said your first session will be more of a meet and greet than anything else. You'll be able to ask her questions about how the process works, and she'll want to find out more about you. One of the first questions she will ask you is probably some variation of "why are you here"?
A therapist's job is not to tell you who/what you are - their job is to guide you and help you think through your current situation. They can also provide valuable advice and valuable insights into your situation and can explain how to adapt and think about how you feel. And they can write HRT prescriptions if they are a psychiatrist.
You'll be shocked at how fast the time passes; it's over with before you know it.
It feels good to offload what's been bothering you - be honest and open with her; she can't help you if you are not open and honest.