The first session is always awkward. It's more of an orientation than anything else. Don't worry, you won't be revealing your deepest, darkest secrets the very first time out. Your therapist knows and expects you to be a little nervous. Everyone is. He or She will do their absolute best to make sure you're comfortable. That is their job. If you're not comfortable, then therapy won't work and the therapist knows that.

Since it's an orientation, you might have to reveal some basic information on why you sought therapy, what your goals are, those type of things. I had to fill out a little questionnaire about my life. After that, it was mostly the basic stuff about me and my past, nothing too detailed. Then my therapist told me a little about herself, and what therapy actually consisted of. But no, you probably won't be going deep into detail right away. That will take some time.

Good luck, and hopefully the more you go to therapy the easier it will become. You might eventually even look forwards to it.