First therapy session

I have my first therapy session this Thursday and I’m really a coy and freaked out about it for some reason. I’ve battled with my mental health for as long as I can remember, I’ve self harmed, and even had an attempt at my life. I feel like I have to do this or it won’t end well. My grandma suffered from depression as well and ultimately ended up taking her life. There’s so many days I think about doing the same. The thought of dying brings me so much peace. But I don’t want to live like this anymore. I know therapy could help but I just don’t know how I’ll be able to open up so I can actually be helped. Id like to hear from you guys that have been/are in therapy and how you managed to open up