It's pretty low risk telling a therapist anything so I wouldn't over think it. What ever is most comfortable will make it easier. Once the ice is broken it will probably feel sooo relieving. On my therapy intake form I said I wanted to work on a few things...one of which was my CDing. I didn't have to say anything face to face and once I hit "send" there was no turning back. Scary, but felt good. So maybe a letter would work if you feel stressed and want to avoid that awkward part of coming out. It's great that you have a good rapport. If you didn't, you might consider finding a different therapist. That connection is really important to make progress.