mostly paperwork -
name
address
why you want / need to be in therapy
what your problems are
what are some things that have worked and not worked in the past
What do you want to accomplish during therapy

On your end you are able to ask any questions that you want -

qualification
costs
office hours
after hours availability
emergency numbers
the agencys protocal for self injury (self harm)
the agencys protocal for suicidal behaviors
the therapists protocal for self injury (self harm)
whether or not the sessions are vidio taped (some agencys are a teaching-training agency for up coming professionals at their intern level of certification)
What a typical session with them is like
will there be any "homework" such as journaling, artwork, workbooks, textbooks, relaxation exercises or other tools he/she wants you to practice using at home and so on.

Actually all therapy contains some cognative therapy.
cognative therapy is just working on your present day problems - finding out what those problems are and setting goals to take care of those problems and working on those set goals. heres a link about cognative therapy -

http://www.cognitivetherapynyc.com/problems.asp