I will caveat by not knowing what country you are in and the norms there, so this is coming from a US centric approach.
I remember it being really hard to know what I wanted from therapy the first time I did it which made choosing a therapist feel pretty overwhelming. Had to drop the first therapist I saw after a couple sessions because it wasn't for me (and a good therapist will tell you "you might want to seek out another therapist").
If you really want to, you can read about the different therapy methodologies that therapists commonly use, but as a first-timer I found that to be pretty overwhelming and just reading the therapists' descriptions of the kind of work they do and clients they typically work with ultimately more helpful in choosing someone I could work well with.
You do have to be prepared to be vulnerable to some extent, but if they’re any good they’ll earn trust and develop a working relationship with you that is comfortable.
Source: multiple years of therapy. Definitely worth the effort and the cost.