Yeah, I'd do it. A good therapist will tell you if she's unable to deal with it. And if she's one who won't admit it, it'll become patently obvious.
My doctor had never dealt with a guy at the beginning of transition before, but I'd done some research, so was able to provide the resources for her to refer me to, and she's been great. Even if your therapist hasn't dealt with the issue before, if she's willing to educate herself and be non-judgmental, she should work out fine.
Dennis