I am a therapist in the US. I believe this is nation-wide, but could vary by state. The main reason for needing to report things is to keep people safe. So if you were abused when you were a little kid and you have a sibling who is a little kid now and living with the perpetrator, that would be a reason to report because the child could be in danger. Otherwise, no.
Therapists have to report if they believe you will harm yourself in the near future or will harm someone else. Off topic, but if you said you had stolen something from someone that would not be a reason to report.
There are also variations in who has to report what. For example, medical doctors have to report domestic violence. Therapists don't have to, and generally will not.