I am currently having counselling. I found the first few weeks quite difficult and emotionally very exhausting. But, it was also liberating.
I was (and still am) going through a delayed grieving process which, amongst other things, I expect is why it was particularly intense. It is still very much 'work in progress' - cliché but an accurate description.
My confidence has increased dramatically. Confidence in my own judgement. I am still me, but with a changing perspective on life. It's very interesting to learn new positive ways of viewing and understanding things - past, present and future. I also started the counselling for anxiety (it stops me from doing certain things - phobias, etc) but that is still being worked on; it's going to take time.
I have found that a lot of things connect and make up the bigger picture, as I go along. Things that wouldn't have occurred to me otherwise and, believe me, I am well practised in self-analysis!
Anyway, even though I still have a way to go with my anxiety (it is getting better), it's really helping me overall and there are issues that I am very much making peace with - which makes a big difference to my life and how I feel about me.
If you feel you want to and need to - do it. If you're open to it, it can only help.