The first step in any therapy is assessment. During the initial interview a therapist will try to collect the most salient information, but they may also split the interview into two separate sessions or continue to ask questions on subsequent visits. A thorough assessment is absolutely vital as this will provide the basis for therapy specifically tailored to the needs of the individual. Assessment may also involve a battery of questionnaires and you may be asked to complete some of these at home.
A lot of anxiety involves avoidance of situations, locations or people that provoke tension. If it becomes clear that avoidance is a central part of your problem the therapist may ask you to undertake a task whilst they observe (perhaps standing in a queue or walking in a busy street). During assessment life goes on and your contribution is to become your own scientist and record your anxiety or panic events as they occur. The therapist will probably ask you to keep some kind of log or diary that records the lead up to the event, what actually happened during it and what occurred afterwards. The therapist may, depending on the circumstances, ask your permission to speak to a close friend or relative in order to obtain additional information.
Towards the end of assessment the therapist will begin planning treatment. This is an active process where the therapist outlines the basic structure but requires you become involved. You will probably continue to keep a log and to report your findings to the therapist. These records provide a platform from which your therapy will progress at a gradual and steady pace. Sometimes a friend or relative might be recruited in order to support very specific tasks.
During therapy, particularly cognitive therapy, you may be surprised to find that your therapist isn't probing for information about your childhood or analyzing your relationship with parents. It's more likely you will view them as part friend, part teacher and advisor. Your therapist can do nothing without your help and whilst some of your experiences may be uncomfortable and distressing, you will be armed with the knowledge and coping skills necessary to prevail. Expect to make progress and sometimes to feel disappointment. This is perfectly normal, but with determination you will find the benefits far outweigh the days or sometimes weeks of discomfort.
Therapy may not necessarily lead to total relief from anxiety but it's usually the case that things like panic events, if indeed you suffer with these, decrease significantly or stop altogether. It is however quite common to have lingering thoughts or concerns in the back of your mind. This is perfectly normal as you've been through a difficult period that isn't easy to forget. Try to keep in mind that anxiety is fluid and that just because you re-experience anxiety it doesn't signify the start of anything more sinister. You may still find yourself tempted to avoid those difficult situations but try to resist. If you do feel the urge to start avoiding it's usually a sign to reintroduce some of the exposure exercises you undertook during therapy.