Not all therapies are the same, but they do have similarities. All therapies should make you feel you're supported and help you make sense of your individual circumstances. By the end of any course of therapy, you should feel better equipped to cope with the future. In the assessment stage of therapy, your therapist will give guidance on what therapy type will work best for you.
Each type of therapy is designed to help a different set of needs, and so therapies will differ from each other in certain ways. Psychodynamic therapy focuses on talking about your past, whereas other therapies may choose to focus on the present or the future. Cognitive behavioural therapy (CBT) often involves ‘homework’ for you to do. Bereavement therapy would focus more on helping you deal with loss specifically.
Please have a look at the list of therapy types that PlusGuidance offers (among others!). Some of the most commonly practised therapy types are CBT, DBT, Psychodynamic and Humanistic therapies, and many therapists mix types together to form an Integrative approach.