The first time that you do, they will usually ask for information about your health, current and past. That includes both mental health and medical issues. They may also ask about medications that you've taken in the past.
They usually ask some brief questions about your family of origin like how many siblings, etc.
It really varies from doctor to doctor as far as how extensive the history they take is.
Here's a link for a
patient intake form that I found online, if you want to look at it. It's *very* thorough. It's in pdf format.
You could also call your drs. office and ask about any forms that have to be filled out for the first appointment. Sometimes doctors will have downloadable/printable copies of these form on their web sites, too.