In the United States, you do have a legal right to see most of your medical records, but there are special exceptions for mental health records. In other countries, your rights to see your mental health records may or may not be guaranteed.
In the U.S., if your provider believes that something written in the notes may harm you, they can deny you access to your records. They may not withhold your records for other reasons, however (for example, if you have failed to make payments for treatment). For more on how medical and mental health records are regulated in the U.S., see "Requesting Medical Records").
The reason for this legal exception is because of the particularly sensitive nature of mental health records. What if the information in the notes is misinterpreted? What if the therapist has not been careful to write in a way that is sensitive to the client's point of view? Therapists often use jargon or professional language that just isn't geared toward patients -- they generally write for other treatment providers.
By the way, even if there is nothing in the notes that is deemed by your therapist to be potentially harmful, your therapist may wish to review your notes with you to make sure you understand what is written in them. This way, they can explain what is in the notes, clear up any confusion, and make sure that you understand why they recorded the information the way they did.
American Psychological Association. Ethical Principles of Psychologists and Code of Conduct, American Psychological Association, 2010.