What should I expect from a first therapy session?

Don't panic. Whenever I go to therapy I always plan what I'll say but it's never how it really works out. Just be yourself. The goal is you feel comfortable enough to talk to them about anything. Give it a few sessions, so if it's still weird, ask for a new counsellor.
Just let them lead if you're not ready to talk. It's your space to say/do whatever you want without judgement, so that's all that matters. Cry, yell, whatever, just make it clear to them how you feel. If you're not honest to them, truly honest, whether you don't think you should be there, or whether you think everything is your dog's fault BE HONEST. They won't judge and won't tell anyone anything unless they think you're in danger, and they will ask you first. So don't worry! Just do or say what you want, since people rarely get that chance these days.

One of the first questions they will probably ask is why you're there to see them. So it might be a good idea to think about how you might answer that. Otherwise they'll probably let that guide the first session, try to get to know you a little better. Maybe ask a bit about your family or job, or school whatever your life is focused on. Seeing a therapist can be very exhilarating, I know at least in my case when I describe things I'm dealing with to my therapist he has a good way of validating my feelings so I don't feel like I'm going crazy. He's always given me excellent advice and only advises things that will help me to be happier. There's no need to be afraid, their job is to NOT judge you, so you don't have to worry about telling them anything. I would imagine therapists have heard lot of crazy things from their patients so there's little that would even phase them. Hope it goes well! Good luck!

I think you shouldn't prepare anything. The doctor will ask you question; just answer them honestly, and you'll see. Maybe you won't feel comfortable with this person, or maybe you will. I think you should think about this first session after it happened. You'll ask yourself if you think this is useful etc...(sorry for my english I'm french)

Depends on the therapist and why you're there. Probably will be a getting you know you session!

Therapists expect you to say, "I'm not really sure why I'm here" or "I don't really know where to begin," because that's what 99% of people say in their first therapy session. But you can begin any way you want to. Remember, you're not going go get everything resolved in one session.

It is important to find out if you feel comfortable with this therapist, or if he or she just doesn't feel like the right "fit." You'll know. If it's not the right situation for you, don't give up until you find just the right therapist for you.

The best thing to remember is to be as truthful as possible. Sometimes it's really not easy, especially if telling the trust involves putting a big, vulnerable part of yourself out there. But the more honest you are with your therapist, the sooner you'll start seeing results. And like going to the gym, sometimes it's painful. You may ache for a couple days. But the feeling in the long run is very VERY worth it. Another very important thing to remember is that you have the right to change therapists. If yours gives you an odd vibe, or you genuinely don't mesh with the person, you can change. It's not set in stone. And have as much fun as you can!