Hi and welcome!!
I am fairly new to this whole process too (June).
Everybody's experience will be a little different. I was terrified!! I am 48 and though I've been depressed and anxious most of my life, I was only diagnosed in June and sort of pushed into the whole therapy, meds thing.
I cried like crazy the first several visits. I felt uncomfortable, I fought going. Gradually as my meds started to kick in and I felt stronger, it became easier.
I think the first appointment will probably just getting to know each other. He/she, may ask questions like, "why are you here?", "are you here voluntarily?" You may have questions for him/her. I left the first few sessions feeling worse than when I got there. I think that's pretty normal.
Relax as much as you can. Come back and let us know how it goes.
Hugs . . .