It depends on whether you're a minor or not. If you are, she may want to talk to your parents about it, and you may not want them to know. If you're not a minor, then I say go ahead and tell her. Explain otherkin to her if shes open. I told two different therapists about soulbonding and both accepted it. My current therapist I told about otherkin and she accepted that as well. Therapists tend to be really open and accepting about those things. If you want, write down what you want to explain to her, then read it to her. Thats what I did with my current therapist and soulbonding. I wrote up my own explanation, taking explanations from other places, and read it to her. Cause I suck at explaining things openly. I explained otherkin pretty well, but I think its easier to explain than SBing is.
Some therapists seem fine and willing to explore with their patients about things like this, others not so much. In the end, use your own judgement on this. It might help to express it in a letter if you struggle with communicating about the topic. I also backup what Addy said about if you're a minor or not.
For me, I mentioned it to my therapist when I first started therapy, around 17. They didn't seem to be too bothered and straight up told me that if it's not causing me any harm or problems, then it's okay. I guess most therapists would see it as a coping mechanism anyways. I did have one therapist who was very negative about us being plural and referred us to a specialist who wanted to do integration therapy, so for that reason I now choose not to tell therapists about these things.
In my views, these things are very natural to me/us and so we don't see them as something we need therapy for, if that makes sense. But again, it's completely up to you.