Yes, surely you can. In fact, it is advisable to have a companion or a family member as it helps in better understanding. However in some cases of counselling where matter is such we need to speak one on one then we recommend a personal sitting ensuring utmost privacy and secrecy.
We have been familiar with this concept of happiness being a choice for a long time. Come to think of it, is there anyone who willingly avoids happiness? No one, right? Everyone would want to choose happiness every single day if it was so easy. But the theory works for many people who think of