I have been on the receiving end of much counselling myself! It is absolutely vital to feel safe, and confidentiality is paramount. 
Any notes taken (and that only with your express permission) are kept in a safe place and encoded, so that in the unlikely event of anyone else seeing them, they could not tell who the notes are concerning.
It takes courage to open up about one's issues, and I regard it as a privilege to be allowed into such matters.