Recently Diagnosed and Confused, starting CBT

Over the past few years I've been watching my depression worsen and worsen without actually seeing anybody concerning it. I went to a doctor at MassGeneral and was diagnosed with Social Anxiety, General Anxiety Disorder, and Disthymia. In January, I will be starting Cognative Behavioral Therapy in rather than starting on SSIDs. I'm just looking for anybody who can offer some words of advice for starting CBT or has any of these other disorders. Any and all words are welcome.