How do I use therapy?

I (31f) have been in and out of therapy since I was 10. It all started because I had a hard time coping with my sister’s death when I was smaller and sexual abuse and also divorce. I know this might sound funny but I think I’m defective lol many people who have gone through therapy speak on how much it has helped. Other than being able to vent, and receiving advice, I’m not sure it has worked for me? Am I doing something wrong?