The initial session is when your counsellor has the opportunity to find out what brings you to therapy and gather as much useful information as possible.
The counsellor then discusses with the client the various approaches which may be appropriate.
This is also a good opportunity to raise any questions and concerns about the counsellor or process of therapy itself.
It is also nornal to feel anxious or somewhat apprehensive about speaking to a stranger for the first time.
If at any moment, the discomfort you feel is too much for you, do let your counsellor know.