I've gotten many things out of it. I found myself, and I got help dealing with extreme depression. It's weird talking to a stranger, but it really does help. I don't know what kind of stuff you're going through, but if you don't talk about it to someone, it just builds up until you explode...
Hopefully some better insight into yourself and a better understanding of why you feel the way you do. Hopefully therapy will help you develop a plan to accomplish whatever it is that is needed in your life.
It depends. Different people get different things out of it. Actually one of the first questions they ask is what you want to get out of therapy.