The first session is mostly about getting to know each other. Your therapist will ask what has brought you to counselling, a little about your background and what you are hoping to get from sessions, but there is no requirement to share more than feels comfortable.
Many people worry they will not know what to say or that they need to have a clear problem defined before they arrive. In practice, most people find it easier to talk once they are in the room than they expected and it is entirely normal for the picture to become clearer over the first few sessions.
By the end of the first session you will usually have a sense of whether the approach feels right for you and a rough idea of how often you might want to meet going forward. There is no obligation to continue if it does not feel like the right fit.