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First, an agreement or contract will be set between you and the therapist. Confidentiality, time boundaries, payments information, etc will clearly be outlined. 
Then, you will be asked to complete a few questionnaires about your presenting difficulties. This will help your therapist understand your needs better.
Because your safety comes first: your therapist will ask you questions about your current situation, your medical history, your relationships, living situation and any potential risk.
Your therapist may ask you questions like; what brought you to therapy? What do you feel is not going well in your life?

Your therapist recognizes how challenging it can be to start therapy and will help you start the process at a pace that you feel comfortable with. It is important for your therapist to have a full picture of what you are going through to help you, but like any relationship this can take time.