I was the same way when I first started transitioning. REALLY shy, and terrified at the very idea of therapy. Fortunately for me, my fear of what my life would become without transitioning was greater than my fear of therapy. It does get easier with time. If I remember correctly my first session was just a lot of background info. Basically I told him my life story in relationship to me being transgender, and all the instances I can remember of feeling like I was born in the wrong body. Don't worry if you don't feel like you don't have a lot to say, and don't be scared that they won't think your "trans enough". A good therapist won't be deterred by either of those scenarios. Their job is to help you, not make things more difficult. Also, you are not obligated to answer any question you don't want to answer. Remember, you are the client, and they work for you. And if things don't work out, you can always just take your business elsewhere.