There are many approaches to therapy, and because of this, therapy is most certainly not one size fits all. In your very first session, called an intake session, you and your therapist will work together to obtain your history, develop goals for treatment, determine the frequency of treatment, and come up with a diagnosis. There is no therapy conducted during the intake session. The intake session is an information gathering session.
After your intake, you and your therapist will work for several sessions to build what is called rapport, or a therapeutic alliance in which there is trust. If there is no trust, there will be no effective treatment.
Once trust has been established, and both you and your therapist are feeling confident in proceeding with services, you will work together to reach your stated goal one step at a time utilizing treatment modalities specific to your treatment needs.