Different therapists have different styles, which is good because different clients have different needs. Some therapists will start with a formal assessment, while others will be less structured and let you decide what you want to talk about. It might also depend on funding and whether you (or your funding source) is paying for an assessment (which takes more time and is more expensive) or just to start sessions. There should be goals and a treatment plan, and you should be involved in selecting goals and treatment strategies, although some therapists will tell you that is what they are doing and others will simply base it on what you have talked about. If you want to know about any of this and how your therapist is doing it, ask. Therapists don't know that you are interested in details like these if you don't say something, because a lot of clients don't want to spend their session time on this stuff so the therapist takes care of it.