I Have Been to Therapy

So I had been going to therapy, today would've been the third day if I didn't ask to leave.. I just feel like it wasn't working.
We'd sit there in silence if I wasn't talking, she didn't even ask me questions to get me to talk.. she expects me to march in that office and pour my life out to her and I can't. I suffer from social anxiety, I have to have engaging conversations to feel comfortable.. and honestly at certain points I felt like I made her uncomfortable when opening up about my sexuality and stuff I remembered doing as a kid.
I started to believe she just wanted the easy money and she was okay with not talking, which pisses me off since I work hard for my money to be wasting it on that bullshit.
But now I feel worse, I remember in the first session when she asked me about the self harming and asked if I had thoughts about doing it anymore, I told her no, but now I do. After leaving that office my whole mood shifted, I felt not cared about.. she just let me walk away and she's supposed to be my therapist? Does that mean she sees nothing wrong with me as well?