Even though you may feel anxious about meeting your therapist for the first time, please know that many clients find the first session quite uneventful.
At the beginning, the intent is for your counselor to learn about the reasons you are seeking counseling and evaluate any presenting symptoms or issues.  The therapist will try to gather more information about you, your current living situation, and prior counseling or psychiatric history you may have. Additionally, your counselor will ask questions about your family and their mental health and substance abuse history in order to better understand your circumstances.
Please do not feel discouraged if you encounter many questions during the first session. There are certain minimum requirements with respect to medical documentation that your therapist must follow in order to ensure medical records are adequate.