hey. what you get can vary a bit depending on who you see... that being said...

they will probably start by asking what you want to work on / what it is that you are having problems with.

you mentioned what your nurse thinks you have problems with, but you might want to have a think about what it is that you would like to work on.

cbt therapists have a number of techniques / skills that they can teach you. the techniques / skills include stuff around:

identifying thoughts that lead you to feel distressed and teaching you strategies for changing them
identifying things you can do to help you feel better
identifying alternatives to self harm (if you self harm)

that kind of stuff. i guess that in your first session you will get to talk about some of the stuff you want to work on and what kinds of things your t thinks you will be able to do together.