When you go to your first appointment ask all the questions that pertain to your initial question.
Ask what psychotherapy is.
Ask the therapist about their approach.
Ask the therapist about their qualifications.
Interview the therapist as though you are an employer.
Whatever question you ask qualify that question with a reason you're asking it.
Write your main questions on a piece of paper and have them ready to refer back to. But, based on the answers that the therapist gives, let your curiosity ask more questions.

Once you feel satisfied that your questions have been answered, tell the therapist why you're there to see them and what your goals are as well as your concerns.

Ultimately, the therapist should feel privileged and excited to get to know you and should also feel a need to earn your trust and confidence.