The question usually comes from a fear of not being "bad enough" to deserve help — or from the picture of therapy as something for illnesses rather than for lives.
In practice, the commonest reasons for starting have no diagnostic name: a breakup, a decision postponed for years, patterns that repeat in relationships, a tiredness that won't lift, the diffuse sense of not recognising yourself. None appears in a clinical manual, and all are entirely valid reasons.
A diagnosis is useful when it changes the treatment — for medication, for a specific protocol like ERP in OCD or EMDR in trauma, or for a sick note. When it changes nothing, it isn't necessary. A good therapist is in no hurry to label.
What actually happens at the start: you describe what brings you, the therapist takes in the context, and by the end of the first two or three sessions you have a formulation together — a description of what is happening and why. It is more useful than a label, because it also tells you what to do.