I personally love it when clients come back. I already know them, I've already overanalyzed the first appointment and how I can make the next one better, we're both more comfortable, etc. Plus, I would much rather give them the benefit of the doubt as to why the first session didn't go as well and see them again when they're more comfortable, than go ahead an put them on the "ehhh.... if I don't have anyone else to see I might see them" list first thing.