Theo/Charles
Unfortunately, a lot of families are that way; however, more and more these days, people are coming to realize that therapy isn't something bad and doesn't mean someone is broken or crazy, it's just a way to work things out.
We just talk. The first appointment is usually just general intake questions to see if there's something specific you want to talk about or work through, and find out what you want out of therapy. After that session, we'd just talk about different things - what's going on in your life, what might've happened to you recently, or in the far past - it all depends on your reasons for going to therapy.