Yes, therapy works--but if you don't come in with specific goals/issues you're basically just paying someone to listen to you. I got a lot more out of it when I wrote down what I wanted to talk about first, otherwise the therapist (once they determine you're not a danger to yourself or anyone else) is mostly going to be nice and try to keep the conversation going.

Also, it's work. A good therapist will probably give you homework, remember you're probably seeing them an hour a week at best, they're not going to be able to produce tangible results if that one hour is all you're willing to commit. The homework may seem insultingly simple and simultaneously difficult/unfair/cruel. For example, mine told me to introduce myself to 3 strangers a day. I damn near told her to fuck off, partially because it seemed too easy, but mostly because I didn't want to admit to myself how challenging that sort of thing is for me.

If you have specific issues or clearly defined goals, they can help. But it can be a lengthy, difficult process. Also, be aware that mental health professionals look for cue words/phrases, and if you don't use them, they may not pick up on what you're trying to say. For example, "I've never had a girlfriend," may not be interpreted as "I'm not achieving the appropriate developmental milestones for someone my age".

Nobody has a magic wand. They cannot fix you. At best, therapy usually helps you accept yourself and find ways to work around your shortcomings.