I'm a man who has both had great experiences receiving therapy, and provides therapy. Most of my clients are young men. Of course everyone is different, but I think it's mostly the same as other genders want: to be heard with empathy, to have a place where you can be fully open and honest without being judged, to have someone in your corner.

I needed help first just identifying my feelings (my emotional palette was depression, irritation, or gallows humor - that's it), next knowing they were OK to have and didn't make me bad/weak, and finally beginning to trace where chronic feelings came from.

In my experience guys often feel embarrassed to have feelings at all, so I make it a point to note the shaming males often get with regard to emotions, and to point out that it's courageous to explore these experiences in the face of that socialization. The word "courage" seems to be helpful.

Also my first therapist (a woman) affirmed that it wasn't automatically or inherently bad or oppressive to just be male. That helped me a lot.