It should be much like going to speak with any other type of professional. You go to an office, fill out a form, wait, then go in, meet the therapist and talk. He/she should make you feel comfortable and will probably ask you to explain why you came in. He/she will listen objectively. If you're very nervous, the first session will end up being pretty much just a getting acquainted meeting. Be prepared to come in for multiple sessions no matter what. You'll get the most benefit from the meeting if you relax enough to explain your problem clearly. The therapist will want you to clearly define your problem and to get an idea what would be an ideal situation for you. He/she should have worked with people in similar situations in the past and should be able to offer some valuable guidance about the steps you'll need to take to get to a better place.