Generally speaking, it's a conversation with someone who's capable of guiding you to better choices and responses. How "warm and cuddly" that is depends on the therapist. Trying different therapists until you find someone youre truly comfortable with is part of it all.
How quickly it "starts to work" is entirely dependent on a) How honest you are, b) how open you are to outside perspectives, and c) how much baggage you've got to unpack.
As an adult, you should be fully protected by doctor-patient confidentiality and HIPAA unless youre threatening yourself or others. There are very clear benchmarks for that, but ymmv depending on location. Im not from Ohio so ๐คทโโ๏ธ
If youre on the queer or autistic/adhd spectrums, try to find someone who specializes in that. They'll know how to help you without putting you at risk.
And ALWAYS avoid free counselors. Theyre usually tied to religious charities and will steer you toward their perspectives, or put you at risk for being queer etc. Just stay away. It's like any other trade, if theyre worth it, pay them.
Idk im not a therapist, sorry =/