usually, when you decide what to talk about with the psychiatrist, and it is an important decision, because you probably have very limited time with her and need to filter out what is not necessary, so, usually, feeling strong feelings about something - including shame - is a signal to you that the something is MORE important to talk about than alternate topics that do not trigger strong feelings - not LESS, but MORE. That is one of the main differences between talking to a mental health professional and engaging in small talk.

I hope she can be helpful to you.