The following is a sample of their dialogue during their first session of rational-emotive therapy:
DR. K.: Well, what would you like to start on?
JOAN: It's hard to put it into words. I guess it's that I've been depressed a lot, about everything. I feel like there's no purpose to my life. I don't know where to go or how to decide.
DR. K.: So, right now you don't know where you're headed. What's so terrible about that? It would be nice if you knew, but you don't. Is that awful?
JOAN: Yes, it is! Everybody should have a purpose!
DR. K.: Why should they? Most people go through life without much of a sense of purpose.
JOAN: Well, that's what I believe in.
DR. K.: Look, Joan, you appear to me to be an intelligent person. You and I can agree that it would be more satisfying for you to have a sense of direction, but you take this one more step, and it's a very big step! You think it's terrible that you don't feel there's a purpose to your life right now. You think you should have a purpose, and I suspect you're punishing yourself because you don't live up to that should.
JOAN: But most people believe in things like that.
DR. K.: And a lot of them end up feeling miserable! I know: I've seen dozens of people sitting where you are, and their thinking is chock-full of oughts, shoulds, and musts. And that's what makes them feel upset. They feel much better when they can come to say to themselves, "It would be nicer, or more pleasant, or better if things were different."