This is coming from a rookie, so please keep this in mind as my body of feedback is still evolving.
First, I think therapy is a must just for our own well beings, and you must be honest. If you can't tell your current therapist for any reason, I think you probably need a new therapist.
Second, I do NOT think you need to have been discussing this with a therapist to come out to close friends and family. Maybe I say this because I came out to half of a select few before seeing a therapist about me being transsexual. I knew I was pretty certain, though I did seek disagreement out initially, but more importantly I wanted to gain some feedback if those I came out to were willing to share it. The mostly pro reactions were very helpful, but so were the cons. Maybe not in helping me determine my course of transition plans so much as I help me identify ways to best manage that now delicate relationship. I find all this information was in fact useful when I did meet with my therapist for the first time as I was able to get advice and he was able to understand me better I believe.
Try to limit your expectations of those you do come out to. I was mostly lucky and had positive feedback, but I did initially struggle with my parents reactions at first. However, since I have a new found understanding that they, and even those who thus far have seemed positive, will need time to go through their own processing and stages of this news. Heck it took me a long time to, so try to give them space and time to do that. I think it will help you avoid rash decisions or spiteful ones. But yes, I think you are just fine coming out carefully prior to therapy. Just make sure to follow up with therapy sooner rather than later.