In your first session, the therapist will normally ask questions about you and your life, in order to get an idea of your situation. These questions might include:
Why you're starting therapy
Your personal history and current situation
Any symptoms you might have
It might be helpful to write down a list of the reasons why you've chosen to start therapy before your session begins.
It's okay if you feel nervous, or are uncomfortable with speaking about your thoughts and feelings. The therapist's job is to help you feel at ease, no matter how difficult you may find it.