When I started seeing a therapist she already knew from my wife. We were in the beginnings of divorce. Best thing I did was write a LONG email that hit most of the high points from when I was a kid. The whole therapy experience was very good, very cathartic for me. I never thought I see one, but at that time I was doing twice a week, and I couldn't wait for the next one.
The only way you're going to get the maximum out of it is to open up. For me, the therapy was more in the opening up than it was in whatever she told me. You're going to therapy for a reason. You should open up.