There are several broad schools of therapy, viz the psycho-dynamic, behavioural and humanistic.
The behavioural is things like CBT, and offshoots, with a very directive therapist who will get you to do exercises and think about how your thoughts influence your emotions.
Psycho-dynamic can also be pretty directive and involves the therapist digging hard into your infancy and childhood and exposing the roots, perhaps working with your dreams and fantasies
Humanistic therapy involves things like Transactional Analysis (which is influenced by psycho-dynamic theory) and Client/Person Centered Counselling. Transactional analysis will look at your various ego states (Adult, Parent, Child) and how these interact within you and with others but can also be quite open. Person centered counselling is the least directive of the therapies, you will create a safe and trusting relationship with a therapist and each week you will discuss whatever you want - the therapist responds to what you bring, understand you from your perspective, offers empathy and a non judgemental space, but may challenge your ideas and beliefs about yourself and encourages you to grow (it's like you're a seed and the therapist waters you, they are quite hands off and treat you as a person who is suffering instead of someone who is "disordered" - the other types work more closely with the "disorder" model).
Different types suit different people. In the UK person centred counselling is probably the most common type of therapy, along with CBT which is favoured by the NHS (but is shown to be effective 50% of the time so doesn't suit everyone!). In the US behavioral therapies and CBT will be the most practised and it will be much more from a "Treatment/patient" perspective than client/therapist. Ironically Carl Rogers, an American, invented person centred therapy, discarding the "disorder" idea and calling people clients rather than patients - but the approach is not that common in the US. Other countries will vary.
The choice available to you will depend on your location, and whether you need to go through insurance, access some free service, or are able to pay entirely out of your own pocket. There are lots of other therapies as offshoots from these schools - such as dramatherapy, music therapy, art therapy, outdoor therapy, etc (It's said there are over 400 different types of therapy once you take these offshoots into account!!)
This is about all I have the energy to write at the moment - it's a huge topic, and I've tried to give as succinct and answer as possible but will have missed a lot out, but if you have any questions I will try to answer them.