Therapists are aware of coping & self-preservation tactics, including putting up walls. That's a lot of therapy anyway: finding out where the walls are, why they're there, & how to remove them so you can move forward in life. You'll gain the most benefit from therapy if you start out by being up front & honest. "Hi, nice to meet you. I'm a bit nervous. I don't really know what to expect &, when that happens, I have a tendency to put my guard up. That might be something I may want to work on, but for now it helps me feel safe." Your therapist will take it from there & guide you with questions. Just be honest & be yourself. Provided there's no credible risk of you hurting yourself or others, everything you say & do is confidential, so no worries.

Also, just a side note: some therapists set up their offices in a manner that will trigger certain tendencies in those lacking impulse control. I asked a therapist once if she was aware that every single picture in her office was crooked, & she started laughing & said she does it on purpose because those with OCD can't help but get up & straighten them, no matter how much they're trying to control themselves. I thought that was rather brilliant.