Therapy is a process in which a trained and licensed professional helps you look at yourself and the problems that bother you. Using his or her background and training, a therapist helps you look at your problems and resources and find solutions you might not be able to find on your own.
Therapy is often known by different names. Traditionally, therapy is known as "mental health" therapy. However, more recently, therapy has also become known as "behavioral health" therapy. The difference is the emphasis on changing behaviors (we all can see) verses a focus on what's "in the mind" which we struggle to see and measure.