My first meeting with my therapist included her asking me a few questions about why I was seeking therapy ( I just said for depression and anxiety), a little about myself, and I asked questions of her (therapy orientation, education and degrees, experience, thoughts about personality disorders, etc). We agreed to meet a few times to see how it went, if it felt like a good fit to each of us.

For the next session, she told me to just come in a "Start wherever you are." to begin wherever I was at that moment. I think the first thing we talked about was that I was very nervous and what that felt like to me and things I was worried about that contributed to my feeling nervous.

So, preparation isn't necessary. Just go, relax and let it happen, and Start wherever you are!