You should know from the very first session if the coach you are working with is providing solid feedback. Every session you have should be valuable and the value should be easy to identify. However, it takes time to "work" because it takes time for people to change. As long as you see the value in each session and your coach helps you learn to apply that value into real-life application, then it's working. If you don't see value in the coaching sessions or you aren't taught how to apply that value, then it is probably best to find a different coach. Or maybe getting coaching isn't right for you.