When working with skeptical or distrustful clients, I always start with considering what may have lead to the skepticism. Often times, there is a backstory that includes a negative experience and that does need to be understood and validated. Next, I make sure to gain and understanding as to what is important to my client and what their goals are and I very open and honest and what my role is and what I can realistically offer them. I find that leaning on collaboration is one of the best ways to gain the trust of a client as it gives them some autonomy over their plan of care and we can then share the responsibility of positive therapeutic outcomes.
As a psychologist who works with mostly teens, many of my clients are skeptical or distrustful of not only therapy, but of me in general. As such, the single most important thing I do during all sessions (but especially the first few) is to be honest and genuine. Clients can tell if you are putting on a show or uncomfortable. As such, using the informed consent at the beginning to introduce not only yourself, but your style of therapy and of relating, paints you as a human being, making it both easier, and more natural, for your client to create a trusting relationship with you.