Check out the Lupus 101 thread -- it has suggestions for the first appointment that were gathered by a number of members.
Things off the top of my head
1) Don't wear a lot of makeup, you want them to see your natural appearance - including fingernails. (Not all Drs will look, but the good ones will!)
2) Symptom list, even for stuff that has come/gone mysteriously in the last year or so.
3) Med list, if you take anything for anything, or vitamin/supplement list - include anything natural you may be taking.
4) Any questions you already have, written down.
Some Drs take blood in the office, some send you elsewhere for bloodwork.
Lynnwood, Lupus & Sjogren's Moderator, Dx: 2002DIAGNOSING LUPUS & HW's LUPUS 101
"Life is far too important to be taken seriously." - Oscar Wilde