The kind of conversation one has in therapy is different from conversations one has in regular, day-to-day life. That's the point, after all - we think "talk therapy" helps people by engaging them in a unique form of dialogue in the context of a unique relationship. If just talking about something with a friend, or in one's own head, could solve the problem, people wouldn't be coming to see us to begin with!
For clients entering therapy for the first time, this new kind of interaction can feel very foreign. They may feel confused about what they're supposed to say or do, or why I am asking what I'm asking. They may feel awkward talking about themselves, or expressing feelings. They may not even know how to express feelings!
An important task for the therapist early in treatment is to introduce clients to the therapeutic process. Even if a client has been in therapy before, the previous therapist may have practiced from a different theoretical orientation, or have other stylistic differences from you. Clients want to know what to expect when they come to see you - and you want to set the stage for productive sessions.
Manualized CBT (e.g. Cognitive Behavior Therapy, Second Edition: Basics and Beyond) is quite structured, so it is fairly easy to establish a routine or agenda (addressing pressing concerns/crises, reviewing the last session and homework, identifying the next step based on outcomes). It's harder to orient clients to less directive approaches because they are, by definition, less concrete. To complicate matters further, the assessment process (often the first few sessions) is structured around the therapist asking quite specific questions. If clients come to expect that all sessions will be like that, it can lead to frustration all around.
Some clinicians (e.g. Becoming a Therapist: What Do I Say, and Why?) advocate taking a less directive approach in the first session, then doing the bulk of the assessment in sessions 2 and 3, as one way to both establish an alliance, and avoid establishing structured interviewing as the norm. Even then, the first treatment session post-assessment should begin with the therapist explaining the different structure and expectations for therapy vs. assessment.
A non-directive session structure may be particularly challenging for clients who are psychotic or otherwise cognitively disorganized. It can also be disappointing or frustrating for clients who have come in looking for an expert who will "fix" their problems. In some cultures and age groups, the image of therapy seems to be similar to the primary care doctor, and the role of the "patient" is to come to appointments and follow instructions - a more passive role than is actually expected of therapy clients!
So, given all these challenges, how do you set the stage for therapy with new clients - how do you orient them to the process, the roles of client and therapist, etc? What do you do during the first session, and later, to create a productive therapeutic environment?