I've been to counseling twice - once in college (20 years ago), which was non-productive. Guy got hung up on my bisexuality and couldn't step away from the topic (which I didn't/don't think was an issue). I stopped going and figured out my own answer...
A few years ago I went to another counselor...which was actually helpful. Poly/sexuality/relationship issues were not in play however - it was internal stuff and stress/anxiety.
My advice?
You are going to counseling for your own issues...if your counselor has a problem with your chosen lifestyle then they can talk to their own therapist about that. They are there to help YOU achieve YOUR goals.
The first few session WILL be awkward - that's fine. You are trying to bring them up to speed on a whole lifetime's worth of thoughts and experiences. If they are good then they will just ask leading questions and let you talk...
Do NOT be afraid to be honest about everything - if they don't know the whole story then they can't help you see your options. BUT, you can say "I don't feel safe talking about x and z right now because it makes me feel y...can we talk about it later?" They may press you or not but they can't make you do anything...it is OK. They are used to it. (really, they should be, if they are any good). They can work their way back to it later...