This question is very broad. The answer is really determined by what brings you to seek help and the skills and techniques used by the counselor.
Counseling or therapy generally begins in a similar manner. It begins with the counselor getting a sense of who the client is as a person. Medical history, family history, personal strengths and challenges are all things counselors will look for in the initial sessions.
From there a CBT therapist may begin to challenge our thoughts and beliefs. A marriage and family therapist will assess how our families may contribute to the current situation. An IFS therapist will begin looking at our wounded and broken parts. An EMDR therapist will begin to stabilize us before they will try to process our painful memories. Everything depends on the individual problem and therapists. This has been my experience. Hope it helps.