My wife is a certified hypnotherapist. She says the populace is divided into 3 segments, about equal: 1/3 "susceptible", 1/3 in the middle, and 1/3 not susceptible. The susceptible ones are the people you see really going under and for whom it works really well. I'm one of the "bad" 1/3, my mind being too rational and controlled. She couldn't hypnotize me, but that may also be due to our relationship. She says that especially for those in the middle, practice can help -- over time it gets easier. As somebody said above, you need to go into it with a positive frame of mind, that this is going to work for you, and then you'll have a better chance. But a good therapist will be up front with you about how your personality will factor in, and if you don't feel it the first time, it may be best to find another method.
Randy