Honestly, I think just going there and sitting with a therapist is amazing. I would write something ahead of time just to say you are new to this and isn't really comfortable doing much and just give it to the therapist when it begins. It is so important that your therapist builds a sense of honesty and a sense of trust and it is really hard to gain back any trust. There is no doubt your therapist is going to invade your privacy and ask very personal questions. Remember, you don't have to response to them; it's okay to say "I am not comfortable answering that at this moment". But it is their job to do so. If you ever think it is too much, you can ask to be excused for a little bit; I am sure they will understand. It is important you to at it your own pace. And you should always be the one to set that pace.