I think someone must ask a rav any question where they think it is a question of what G-d wants them to do, and they are not sure themselves. (How do you know if you are sure? If you are afraid your rav will disagree, then you are unsure.)
Things which are not a question of what G-d wants, but just questions of what you want, can be asked to your therapist. But if you like to ask your rav because you think he is wise–go for it.