People's experience with AEDP therapy?

I've had 3 sessions so far with a new therapist and I'm sort of struggling with the technique. He often stops me to ask where I'm feeling things and how I'm feeling things and I sort of have started dreading the question because I don't know. Sometimes I just make things up because I don't really understand what he's asking. Like I just feel anxious. I don't feel it anywhere, or I guess I feel it everywhere.

Today he asked me what it was like to have him feel things with me and I didn't even know how to interpret that. I mean I told him that I guess I don't feel anyway about it, I'm paying him for his time and it's his job?

Also, I get frustrated because I guess what I really want is just to talk to someone for an hour about my problems, but I feel like I keep getting cut off and don't get the resolution I'm hoping for. Maybe it's not the right approach for me? I don't know. I'm going to give it a couple months I guess, but I don't really feel any resolution or better after my sessions yet.

I guess I'd love to hear other people's experiences with it and if it actually helped?