How do I prepare for a therapy session?

Tori • Married with 2 year old mini me :) B/G twins due 4/2020

I recently told my OBGYN office that I was feeling really depressed and asked if they had any resources for prenatal depression. Well they referred me to a behavioral health counselor where I am going to have every other week sessions with a mental health therapist. I am happy that I am going to hopefully get help but I am also extremely nervous about what I should even say.

Have any of you ladies received counseling services while you were pregnant? Do I just talk about pregnancy stuff or other things in my life?