Every rheumatologist probably does things a little differently, but when I had my first visit after a high ANA test result:
She asked lots of questions about symptoms
She reviewed my blood test results and ordered more that hadn't been done
She ordered urinalysis to check kidney function
She did a thorough evaluation of my joints, mostly my fingers and toes (this one kinda annoyed me because I told her that my joint problems were large joints - back and hips and knees. But she was far more interested in small joints, where I'd already told her I had no problems).
My primary care ordered a chest x-ray.
Your appointment might be fairly similar (or not, who knows!). Good luck and I hope they figure something out that helps you.