In therapy, sometimes it is normal to leave session feeling lower than you originally did walking in. It is unfortunately a part of the process sometimes. This is something that your therapist should explain in the very first session during a conversation that is called "Informed Consent." When we are putting in deep therapeutic work, some heavy and uncomfortable emotions can come up. So if you leave session feeling lower than you did walking out, how can you self-soothe?
Wear comfortable clothing
Light candles in your home
Go for a walk outside to get some fresh air
Drink calming tea
Listen to soft music
Do something symbolic such as washing your hands, taking a shower, or sage smudging to represent clearing energy from the session to transition back into your day
The last thing that I would like to add is that there is always consent in therapy. You don't have to talk about things that you're not ready to talk about or do not want to. If your therapist feels that talking about something could be beneficial to the therapuetic and healing process, they should ask your consent first.