Discretion
There is, of course, a great level of discretion between a therapist and their patient, and you should not be afraid to disclose any inner feelings or thoughts you may hold. However, there will be instances when your therapist will need to talk to someone else about your sessions, such as a supervisor. This is done to ensure your therapist is providing a good level of therapy, and are generally doing a good job, as most supervisors would try to assess in any form of work.
There may also be circumstances when your therapist will need to seek the educated opinion of a colleague, but important details such as your name will not be discussed. Files will be kept on your sessions as a way to keep track of how things are developing, but these will be confidential. You can also ask to see these files if you wish under the Data Protection Act. If possible health or safety issues come to light then confidentiality may need to be broken. If you are unsure about levels of confidentiality then you should ask your therapist.