Your first session is different from the rest. In the first your T asks you basic questions like age, contact info, history, medications, etc. Then rules and limits are discussed. Come prepared with questions. It's very cut and dry. Most people do CBT, and I'm only familiar with this. At one point you will be asked what you wish to accomplish in therapy. Even when you make your goals you still can talk about what ever you want in session.
Therapy's nice though.