In my personal experience, therapy was useless at the beginning because I was so caught up in how I felt.
The meds took the edge off in order for me to start thinking straighter again. Then I started doing some CBT on myself and went through NHS therapy which worked really well.
Its really common to feel worried about taking a new medication. Remember that you will see horror stories online because people tend to talk more about the bad stuff than the bad stuff.
Sertraline was the medication that I had the least side effects with. If you are worried about the dose then go back to the doctors. Have you taken your first dose yet?