From my own experience, The first question I was asked was, "What is it you feel made you come see me?" Then you give an honest reason, maybe "I can't handle social situations.", "I'm alone because I don't like people but I'm not happy being alone", etc. Honesty, is SO SO important with therapy, your therapist isn't there to judge you, they are paid to HELP you. They went through the process of deciding what they wanted to do with their life, and then dedicated another huge portion to studying for THIS job.
With CBT, the scenarios start a lot quicker than other therapies. You might say, "I get so nervous when signing a debit card slip I shake, so I go out of my way to go to the bank just so I can pay with cash, so stupid right?". They might say something like, "What about signing the slip makes you nervous?". You might want to scream at them and say "BECAUSE PEOPLE!". But the question always makes you question your anxiety. Maybe you say, "It's a lull in a social situation where I am responsible for the next step, it's vital in this exhange, and suddenly I'm aware and terrified for no reason at all."
They will probably as you to go ahead, and within the next week, buy just one item, at whatever time of day, with your debit card, and sign that slip. To remember, the walls didn't crash down, maybe your hands shook, maybe your signature was a wobbly little scribble, but nobody died, the paper might have been handed back sweaty and damp, but your identity wasn't lost in the process.
It's exposure therapy coupled with positive reinforcement, and it's possibly the best six months of progress I went through. I went from not even being able to leave my room in the basement to go to my adjoining bathroom, being afraid my roommates would come downstairs at that exact moment. To moving across the world, and having a much more fulfilling (though still somewhat socially anxious) life.
And as far as therapists go, don't expect to click with the first one that comes along, yes they are trained for this, but they all still are human and have different personalities. Try another if after a few months you don't feel it's working with the current therapist.
That's my advice from my experience anyway. I'm not a professional, just, some other schmuck with SA.