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If you are with the right therapist, after the initial sessions, you should leave the session feeling more comfortable and confident in yourself and your abilities; along with uplifted and optimistic feelings about your future as therapy progresses.
Your therapist should convey warmth and a genuine interest in your concerns. You should expect the therapist to give you honest feedback in a way that does not demean you, and shows you the respect that you deserve. The therapist may challenge your beliefs at times, but should do so in a way that does not make you feel worse about yourself.
Most importantly, life should become less stressful, and you should feel more vibrant as therapy progresses. A good therapist will teach you skills, and give you information, that you can make use of on your own, outside of therapy sessions.