You should be simultaneously very open-minded and ruthlessly skeptical in evaluating therapy.
What do I mean by ruthlessly skeptical? I mean you should always keep in mind that doctors are fallible, they need your help to get things right, and they are there to serve you, not the other way around. You are the boss of your own medical care, and it's your job to lead the process, gather information, and question everything.
I have had great therapists who have helped me navigate personal crises and helped me lift myself up and live a much happier life. They have become very positive figures in my life.
And I have had a lousy therapist or two who have pushed me down emotionally and frankly made things worse, so bad that I didn't want any more therapy. So I did the same thing you should do if it happens to you—I fired them.
One psychologist I saw was an incredibly gloomy, maudlin character who acted like he was sorry you had to see him. When I first met him he looked at me like he was Sigmund Freud reviewing the case of a hopelessly deranged person. Other times, his expression matched that of a doctor who's about to tell you you've got something terminal. I'd walk out of his office feeling more depressed than when I went in!