The therapeutic relationship is a rather unique relationship, unlike any other you probably have encountered as it is not a friendship, romantic relationship, parent / child relationship, work relationship, etc.
It is a relationship with many unique aspects:
You pay someone for their time, usually for one 50 minute sessions a week, don't talk to that person outside the sessions (or only briefly, usually by telephone), don't experience the usual give and take you get from other relationships (that is, you don't know a lot about the therapist personally because they don't share all that much about themselves-the session is about you, so the focus is on you), there is no physical contact, and while you can talk with anyone you like about your therapy, the therapist can't speak a word of it to anyone (except under certain circumstances, see limits of confidentiality).
This is what it is not, so what then, is it?
Therapy is a chance to examine a relationship at close range (with the above boundaries), and by understanding what happens in the therapy relationship between the you, the patient, and me, the therapist, we have an opportunity to discover and explore thoughts and feelings that happen to you elsewhere, in other relationships. We also discuss things no one talks about, but nevertheless are present in all social situations and influence them. In the session of therapy, I may ask you how you are feeling and what you are thinking about me or our work together, to get a better understanding of how your relationships outside of therapy work or fail.
To put it another way, the relationship that develops between you and the therapist mirrors, in part, how your relationships develop outside the therapy session. With this knowledge, you can then go about making changes in how you relate to others in order to have more rewarding relationships.