Also, if you're not sure about what you should be talking about you can always ask the therapist. They're the experts and they should be all about doing what they can to make you comfortable, explaining how the process works and what to expect. It seems to me that in the first session the most important thing would be for each of you to get enough info, direct and indirect, to see if you would be a good fit.

That said, I recently started with a new therapist and for much of the first session I basically jumped in and talked an issue, not an extremely emotionally charged one. The therapist went with it. This wasn't planned but in retrospect it worked because I got to experience his style of therapy directly.

That's only one way, though. I would say, think about what you need to know and the best way to get that. And remember, the therapist isn't there to judge you. They know it's hard and want to help you.