Good for you! Yes it can be scary to ask for help but it will be worth it in the end. Initial appointments can be nerve wracking when you don't know what to expect. But like Sunrise said, all you need to do is give a general idea of what you have been going through. They may ask about your family history, your current family situation, when you began experiencing problems and if you ever had them before.

Just try to be as honest as you can, and if you don't know they answer or feel uncomfortable, it's ok to say that too. Try to remember, they are there to help you.
Good luck! Let us know how it goes!