Learning requires a balance of challenge and reassurance
The quality of the coach-client relationship is the critical success factor, and coaching outcomes are co-created in the safe "transitional space" this relationship creates. Connection is what allows the client to explore deeply held beliefs and assumptions never previously questioned.
Both parties have to deal with the emotional impacts of the "change curve" - have a look at this version ("the hero's journey") - because any major transition involves a dip in self-certainty, with corresponding feelings of discomfort that can cause people to give up or retreat from change.
Line managers engaged in (or sponsoring) coaching may also find it helpful to look at this version of a very famous "situational leadership" model ("sinking or swimming"), which clarifies that it's the individual's level of competence that determines when coaching is the most appropriate style.
Some coaching models imply that development is a straight line "journey" from A to B. The reality is more a "voyage of discovery" within the boundaries of the "development diamond" - the shape created by initially opening up to explore, before closing down to action. Structure can be added by capturing your thoughts and conclusions in a coaching plan ("pro-forma").