I know for me, when I start with a new doc, I'm always a little nervous about seeing them. It's hard to know what to expect. One of my biggest concerns has always been " what will he/she really want to know about me"
But in the long run....I know it's up to me to ultimately get what I can out of it and to take each session one at a time. Byzantine gave some wonderful advice!!!
Try not to be nervous...and remember, this is the first step to beating the demon of depression.