Just started therapy and feeling weird about it

Finally made an appointment after my wife said I needed help. Been dealing with depression on and off for years but thought I could just push through. First session was awkward. Therapist asked a bunch of questions and I didn't know what to say. Cost is a lot even with insurance. Not sure if this is going to help or if I'm just venting to someone who's paid to listen. Curious if anyone else found therapy useful or if it took time to feel like it was working?