I tend to get depressed when I have looked forward to an event and after the event has passed there is nothing to look forward to. You get that "let down" feeling however there is no let down. So I am constantly planning things after things to make myself happy and in turn it hikes my anxiety up. It seems like I lose either way. There is a name for that that my psych told me however I don't remember it. I will try to remember what it is.
I am glad to hear that you had a good counseling on your first visit. Its funny that you mention tears. I am so sensitive that when I walk in the door of my psych's office I automatically tear up. (before getting into the session) I think that your therapists description though is right on the money. That sounds a lot like me as well.
"Slow down and everything you are chasing will come around and catch you."
- John De Paola