Psychotherapists are required by law to maintain the confidentiality of their patients. This means that what you say during sessions will not be revealed. The fact that you are seeking therapy is protected. Any written notes are also protected unless you give written consent for them to be released. Confidentiality is the cornerstone of trust and therapists take it very seriously.
There are some exceptions to confidentiality which primarily revolve around safety. If a patient tells a therapist they are going to hurt themselves or someone else, the therapist is permitted to break confidentiality in order to keep everyone involved safe. Confidentiality can also be broken in cases of child endangerment. There are some other legal exceptions, such as a court order from a judge, but these are very rare. You will be given a full copy of HIPAA ptivacy practices during your first appointment.