Take a deep breath for starters. This is just the first step of many, and at times it may feel like two steps forward, three steps back, but trust me when I say if you perserve it will be completely and totally worth it.
So I'm unclear, are you seeing a therapist through the VA or something? I'm not familiar with how the military process.
In any case, I would recommend a psychologist. That is a professional with a doctoral degree with internship and possible residency training under his or her belt. I've been through a long string of therapists and it wasn't until I found a psychologist that I really began to make progress. He wasn't even a full certified psychologist actually. He was a doctoral intern, meaning he had a Masters degree and finished all his coursework for the Ph.D,he just had to do an internship before he could get his doctorate. That may give you some idea of how much more effective psychologists can be. I do not exagerate in the least when I say I made more progress working with him for seven months than I did with the cumulative two years of seeing other types of professionals prior to that, by a long way.
Have you set up appointments already? If you get nervous I would recommend going into the office directly and making an appointment. It may be just as nervewracking, but not as easy for you to bail out of actually making the appointment.
It's natural to be nervous, but I promise you it has the capacity to bring you to a happier and more peaceful place than you ever thought possible.