Different types of therapy use different techniques. In most kinds of therapy and counseling, the person receiving treatment will talk with a professional therapist. However, therapy is more than just talking about your problems. Therapy can teach you new ways to think about the situations that bother you and help you cope with your feelings. It can help with feelings of anger, fear, anxiety, shyness and panic. It can also give you tools to help fight low self-esteem and depression, for example.