Most people arrive having rehearsed. They have an opening line, a chronology, and a private worry that their problem is not serious enough to take up an hour. The rehearsal falls apart in the first four minutes and that is fine; we are not marking it.
You do not have to know what you want out of it. A good first session often ends with the counsellor saying what they think you came for, and you disagreeing. That is a start, not a failure.
Two practical things. You will probably feel worse for a day or two after the first few sessions, because you have opened something and then gone back to work. And the fourth or fifth session is where most people want to stop; that is usually the point at which it begins to do something.