I feel kind of uncomfortable going to counseling

[Brian37]

You seriously need to get over this fear if you want help. Any ethical professional isn't going to violate that trust. The only time they ethically do that is if you say things that are physical threats to others, or admissions to violence to others. So if you are not threatening anyone with violence you should have nothing to worry about.

If they are pointing you to a religion then you can simply tell them to skip it. If they keep pushing it, then they are not being ethical. 

There are doctors and even psychologists whom hold a religious belief, but do ethically leave it at the door. If they cannot honor your wish to leave religion out of the therapy, then you should find someone else.

Thank you very much.
One more question, If someone tries to convert you to a religion, how do you politely tell them that you don't want to. I personally don't feel like I have to tell my therapist about my belief at all. If that will be the case, how can I tell him that I don't want to express it?

Are you assuming this is what your therapist will do, or have they already tried selling religion to you?

If they have not done that don't assume they will try. If they have tried to sell you it, tell them to stop. If they do not, and continue to push religion, find another therapist.

This is about you, not them, not their agenda. An ethical therapist will leave their personal beliefs at the door. 

I have noticed on thing about you that is consistent when you talk about your relationships with others in general. You worry too much about what others think, and not enough about your own personal mental health. You DO NOT have to want revenge, or start a war with others when you state your feelings to others. Don't be a doormat. You can be civil in telling someone you don't want them to do certain things. But if they do continue, then it is up to you how you respond. You can only control yourself, not others.

The  conversation with your therapist can go like this.

Therapist, "Have you thought about going to church?"

You, "That is not my thing, I do want help, I just don't want religion to get it."

If they are ethical they will say

Therapist, "Ok, I can do that."

Or, "Well, I can't do that, but I'd be willing to point you to someone you'd be comfortable with."

If they are simply a fraud peddling religion they'd say,

Therapist," But you need Jesus?Allah/Yahweh."

That is when you simply get up, and walk out, and not feel the slightest  bit sorry. It is about YOU, not them.