I think you can expect the first session to be largely information gathering. Your MC will want to know about you two, what brings you to their office, and what your goals are for counseling.
The counselor should also be giving you two information about how they work, what a typical session will be like, and may even give you some homework to get the ball rolling.
Hoping it goes well and that you feel the counselor is a good fit. 
“The most difficult times for many of us are the ones we give ourselves.”
― Pema Chödrön
