This is an example of the placebo effect.
The placebo effect refers to the phenomenon in which a placebo (a fake cure or treatment) improves a person's health and well-being simply because the person believes that it will be effective. In this instance, the placebo that Sonja's therapist gave her was probably a sugar pill (with no active ingredient). Since Sonja has faith in medication, her belief in the ability of the "anti-anxiety" pills caused her recovery.