Psychotherapy (or therapy) is a process in which the client explores his or her thoughts, feelings, and behaviors with the guidance of the psychotherapist (or therapist). Therapy can be enjoyable and rewarding. But it is also a challending and difficult process, as the client evolves and learns new things about him or herself, often changing his or her worldview. A client typically gains from the therapeutic experience equal to what he or she puts into it. Commitment and dedication is important in the therapeutic process.

Therapy is a dialog, not a teaching session. The client presents information; the therapist offers ideas about that information, as well as his own information -- feelings, past experience, theories -- then the client picks up the ball, and so on. No therapist will be correct all the time, and it may be that a client's expectations for change are unrealistic or misguided. This must be sorted out together. The therapist can tell the client what is most likely going on with him or her, what seems to be happening, but it is only the client who can say if the therapist is correct. Without active testing of the material, therapy degenerates into a thought experiment, with no impact on a client's life, thoughts, feelings, or behaviors. 

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If you are new to therapy, check out this explanation of psychotherapy by the Mayo Clinic.