You will be very much conscious and aware of what is happening. The main difference is that you will be deeply relaxed. The state is similar to daydreaming.
You will still be in total control of what you want to share and how you want to respond. You can fully communicate how you feel if you do not want to answer a question if you are too cold/hot, and anything else that may come to mind.
The experience will be the opposite of what you may have seen in some movies, where characters lose all sense of control and are under the power of the hypnotist. In hypnotherapy, you are aware and in control of what you say and do. For example, you will be aware and fully capable of rejecting anything that I may say before the session, during the session, and after the session if you do not want to participate or if you do not feel comfortable.