I'd do some thinking on my own, maybe make a list of things that bother you about yourself that you might want to "work on?" I often found it hard when I was with my T to figure things out at first because I was so anxious. But I found I was pretty good at working on things between sessions (and reporting what I was working on -- just had to work on making it so I did things during sessions with my T and not only away from them and reporting them second-hand).

Start with "easy" things. Do you do your schoolwork on time, study well for exams, etc.? Get along with classmates, talk with them okay (or are you too shy). Sometimes for me, working on concrete things that I can see and "understand" helps give me confidence with things that are more subjective and about feelings. Thinking about how I feel about my studies would be a bit easier to discuss than thinking about myself and another (my T) and what I want to work on in a "global"/non-specific sense. Figure out a little heirarchy of things to talk about getting more and more subjective.